An Introduction to Exotic Option Pricing
Peter Buchen
Taylor & Francis Ltd, 2012
317,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781420091007
- ISBN-10
- 142009100X
- Publisher
- Taylor & Francis Ltd
- Year
- 2012
- Publication date
- 2012-02-03
- Pages
- 296
- Dimensions
- 162x242x19
- Weight
- 560