Pricing, hedging, and trading exotic options : understand the intricacies of exotic options and how to use them to maximum advantage
Title:
Pricing, hedging, and trading exotic options : understand the intricacies of exotic options and how to use them to maximum advantage
Author:
Nelken, Israel.
ISBN:
9780070472365
Personal Author:
Publication Information:
New York : McGraw-Hill, ©2000.
Physical Description:
vii, 310 pages : illustrations ; 24 cm.
Series:
Irwin library of investment and finance
Irwin library of investment & finance.
General Note:
Includes index.
Contents:
1. Motivation for Using Exotic Options -- 2. Bermudan Options -- 3. Binary Options -- 4. Contingent Premium Options -- 5. Contingent Premium Caps: A Primer -- 6. Forward Start Options -- 7. Ratchet Options -- 8. Chooser Options -- 9. Shout Options -- 10. Compound Options -- 11. Barrier Options -- 12. Double-Barrier Options -- 13. One-Touch Options -- 14. Ladder Options -- 15. Asian Options -- 16. Lookback Options -- 17. Outperformance Options -- 18. Correlation and Rainbow Options -- 19. Spread Options -- 20. Quanto Options -- 21. Basket Options -- 22. Interest Rate Options -- 23. Final Words.