Exotic options (FinanceWritten by an experienced trader and consultant, Frans de Weert's Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By giving readers the necessary tools to understand exotic options, this book serves as a manual to equip theWeert, ...
《Dynamic Hedging:Managing Vanilla and Exotic Options》作者:Wiley,出版社:2007年1月,ISBN:861.10。Destinedtobecomeamarketclassic,DynamicHedgingisthe
Understanding and managing counterparty credit risk exposure in derivatives contracts has become a crucial element of real-world trading as well as theoretical modeling. But existing models are limited in the number of securities involved and in the assumed dynamics of the underlying asset returns proce...
Exotic options and hybrids: A guide to structuring, pricing and trading. Wiley, p250-254.Bouzoubaa, M., & Osserein, A. (2010). Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading. Wiley Finance.Mohammed Bouzoubaa and Adel Osserein, Exotic Options and Hybrids: A Guide...
Osseiran. Exotic options and hybrids: A guide to structuring, pricing and trading, volume 505. John Wiley & Sons, 2010.M. Bouzoubaa and A. Osseiran. Exotic Options and Hybrids. Wiley Finance, 2010.M. Bouzoubaa and A. Osseiran, Exotic Options and Hybrids: A Guide to Structuring, ...
Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading. The Wiley Finance Series. Wiley, 2010.M. Bouzoubaa and A. Osseiran (2010). "Exotic Options and Hybrids - A Guide to Structuring, Pricing and Trading", 2010 John Wiley & Sons, Ltd,...
We provide several practical formulas for pricing path-independent exotic instruments (log options and log contracts, digital options, gap options, power options with or without capped payoffs …) in the context of the fractional diffusion model. This model combines a tail parameter governed by the...