|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910145421303321 |
|
|
Autore |
De Weert Frans |
|
|
Titolo |
Exotic options trading / / Frans de Weert |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
|
|
|
|
|
|
|
ISBN |
|
9786611320690 |
9781119208730 |
1119208734 |
9781281320698 |
1281320692 |
9780470756317 |
0470756314 |
|
|
|
|
|
|
|
|
Edizione |
[1st ed.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (204 p.) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references (p. [175]) and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Exotic Options Trading; Contents; Preface; Acknowledgements; 1 Introduction; 2 Conventional Options, Forwards and Greeks; 3 Profit on Gamma and Relation to Theta; 4 Delta Cash and Gamma Cash; 5 Skew; 6 Simple Option Strategies; 7 Monte Carlo Processes; 8 Chooser Option; 9 Digital Options; 10 Barrier Options; 11 Forward Starting Options; 12 Ladder Options; 13 Lookback Options; 14 Cliquets; 15 Reverse Convertibles; 16 Autocallables; 17 Callable and Puttable Reverse Convertibles; 18 Asian Options; 19 Quanto Options; 20 Composite Options; 21 Outperformance Options; 22 Best of and Worst of Options |
23 Variance Swaps24 Dispersion; 25 Engineering Financial Structures; Appendix A Variance of a Composite Option and Outperformance Option; Appendix B Replicating the Variance Swap; Bibliography; Index |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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. De Weert begins by explaining the risks |
|
|
|
|