Last edited by Tygogami
Friday, July 31, 2020 | History

4 edition of Exotic Options found in the catalog.

Exotic Options

A Guide to Second Generation Options

by P. G. Zhang

  • 311 Want to read
  • 14 Currently reading

Published by World Scientific Pub Co Inc .
Written in English

    Subjects:
  • Commodities,
  • International finance,
  • General,
  • Business/Economics,
  • Futures And Options Trading,
  • Business / Economics / Finance

  • The Physical Object
    FormatHardcover
    Number of Pages675
    ID Numbers
    Open LibraryOL9731985M
    ISBN 10981022222X
    ISBN 109789810222222

      Other types of exotic options include knock-out, knock-in, barrier options, lookback options, Asian options, and Bermudan options.   . Taking an applied mathematics approach, this book illustrates how to use straightforward techniques to price a wide range of exotic options within the Black–Scholes framework. These methods can even be used as control variates in a Monte Carlo simulation of .

    Written 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 the reader with the skills to price and risk manage the most common and the most complex exotic options.   Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and /5.

    Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives.4/5(5). The definitive book on options trading and risk management "If pricing is a science and hedging is an art, Taleb is a virtuoso." --Bruno Dupire, Head of Swaps and Options Research, Paribas Capital Markets "This is not merely the best book on how options trade, it is the only book."/5(34).


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Exotic Options by P. G. Zhang Download PDF EPUB FB2

Exotic options trading. Frans De Weert. Written 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 Exotic Options book to understand exotic options, this book serves as a manual to equip the reader with the skills to price and risk manage the most Cited by:   Written 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 the reader with the skills to price and risk manage the most common and the most complex exotic options. This is the first systematic and extensive book on exotic options.

The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options.

Each type of exotic options is largely written in a. The definitive book on options trading and risk management "If pricing is a Exotic Options book and hedging is an art, Taleb is a virtuoso." --Bruno Dupire, Head of Swaps and Options Research, Paribas Capital Markets "This is not merely the best book on how options trade, it is the only book." --Stan Jonas, Managing Director, FIMAT-Société GénéraleCited by: Exotic Options and Hybrids.

is an exceptionally well written book, distilling essential ingredients of a successful structured products business. Adel and Mohamed have summarized an excellent guide to developing intuition for a trader and structurer in the world of exotic equity derivatives.”File Size: 2MB.

By discussing exotic options and hybrids in a practical, non-mathematical and highly intuitive setting, this book will blast through the misunderstanding of exotic derivatives, enabling practitioners to fully understand and correctly structure, price and hedge theses products effectively, and stand strong as the only book in its class to make.

“Exotic Options Trading does an excellent job in providing a succinct and exhaustive overview of exotic options. The real edge of this book is that it explains exotic options from a risk and economical perspective and provides a clear link Brand: Wiley.

The over-the-counter market in exotic options continues to expand both in volume and complexity. This book brings together leading international experts in an authoritative, practical and up-to-date guide to the valuation and hedging of standard exotic options.

It is the first to explore each type of option in detail and will be the definitive handbook for all those who need clearer. Submit your book and we will publish it for free. Exotic Options Trading Pdf. Download Link. E-Book Review and Description: Written by an expert supplier and advertising marketing consultant, Frans de Weert’s Exotic Options Trading provides a hazard-focused technique to the pricing of distinctive decisions.

By giving readers the required. System Upgrade on Feb 12th During this period, E-commerce and registration of new users may not be available for up to 12 hours. For online purchase, please visit us again.

JWBKFM JWBKDeWeert February 6, Char Count= 0 Preface This book is appropriate for people who want to get a good overview of exotic options in practice and are interested in the actual pricing of them.

When dealing with exotic options it File Size: 1MB. 19 Exotic Options LEARNING OBJECTIVES After completing this chapter, you will be able to answer the following questions: What are exotic options. What are the differences between plain vanilla options - Selection from Derivatives and Risk Management [Book].

Etymology. The term "exotic option" was popularized by Mark Rubinstein's working paper (publishedwith Eric Reiner) "Exotic Options", with the term based either on exotic wagers in horse racing, or due to the use of international terms such as "Asian option", suggesting the "exotic Orient".

Journalist Brian Palmer used the "successful $1 bet on the superfecta" in the. Book Description. In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs).

The author incorporates much of his own unpublished work, including ideas and. Exotic Options and Hybrids book. Read reviews from world’s largest community for readers.

The recent financial crisis brought to light many of the misund /5(22). The book covers conventional options, digital options, barrier options, cliquets, quanto options, outperformance options and variance swaps, and explains difficult concepts in simple terms, with a practical approach that gives the reader a full understanding of every aspect of each exotic book also discusses structured notes with 5/5(2).

An Introduction to Exotic Options Jeff Casey Jeff Casey is entering his final semester of undergrad-uate studies at Ball State University.

He is majoring in Financial Mathematics and has been a math tutor for the Ball State Learning Center for the past four years. Jeff plans to pursue a career in financial engineering after Size: KB. To find whether it is available, there are three options: 1.

Check below whether another version of this item is available online. Check on the provider's web page whether it is in fact available. Perform a search for a similarly titled item that would be available.

exotic options. Another technique for pricing options is the binomial lattice model. In essence, it is a simplification of the Black-Scholes method as it considers the fluctuation of the price of the underlying asset in discrete time.

Binomial lattices are easily. Most exotic options are foreign-exchange options (aka FX options), and provide better hedging characteristics for certain business activities involving foreign exchange, but may be used by speculators for profit as FX options involve currency pairs where at least 1 of the currencies is a minor currency.

Some of these options may be extremely volatile because of. chapter 14 Exotic Options Learning Objectives After reading this chapter, you will be able to understand the meaning of exotic options the specific features and usage of various types of - Selection from Derivatives and Risk Management [Book].vanilla options.

By representing the exotic derivative as closely as possible with a hedge package of vanilla options, you can minimize the remaining basis risk which needs to be managed using techniques specific to the exotic derivative and maximize the amount of risk which can be combined with and managed as part of the vanilla options book.Print book: English: 2nd edView all editions and formats Summary: This is a systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market.