Introduction to exotic option pricing, an
Auteur :
Buchen, Peter
Éditeur :
Taylor & Francis Ltd
ISBN :
9781420091007
Date de publication :
3 févr. 2012
Dimensions :
23,4 x 15,6 cm
Poids :
710 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Emphasizing analytical techniques rather than risk management issues, this book presents an applied mathematics approach to pricing a wide range of standard and exotic options within the Black-Scholes framework. It also covers the perceived complexities surrounding the field of exotic option pricing by deriving each pricing formula in detail.