Beschreibung:
This is a practical and up-to-date guide to the valuation and hedging of standard exotic options. It explores each type of option in detail and should be useful for all those who need clearer practical understanding of this area of high finance.
American Featured Options, Bryan Thomas; Asian Options, Edmond Levy; Lookback/Lookforward Options, Harry Kat and Ronald Heynen; Barrier/Binary Options, Harry Kat and Ronald Heynen; Interest Rate Exotics, Lane Hughston and Bjorn Flesaker; Quanto Structures, Martin Cooper; Structured Equity Products, Robert Benson; Conclusions and Developments, Les Clewlow and Chris Strickland