An introduction to exotic option pricing
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...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
Chapman and Hall/CRC, an imprint of Taylor and Francis
2012.
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| Edición: | 1st edition |
| Colección: | Chapman & Hall/CRC financial mathematics series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629294806719 |
| Sumario: | 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integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative finance community. |
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| Notas: | Bibliographic Level Mode of Issuance: Monograph |
| Descripción Física: | 1 online resource (294 pages) : illustrations, tables |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780429143502 9781420091007 |
