03092nam 2200613 a 450 991014542130332120240418063649.01-119-20873-41-281-32069-297866113206900-470-75631-4(CKB)1000000000405709(EBL)351129(OCoLC)244442527(SSID)ssj0000151930(PQKBManifestationID)11151335(PQKBTitleCode)TC0000151930(PQKBWorkID)10319536(PQKB)10434897(MiAaPQ)EBC351129(Au-PeEL)EBL351129(CaPaEBR)ebr10233179(CaONFJC)MIL132069(EXLCZ)99100000000040570920080204d2008 uy 0engur|n|---|||||txtccrExotic options trading /Frans de Weert1st ed.Chichester, England ;Hoboken, NJ John Wiley & Sonsc20081 online resource (204 p.)Wiley finance seriesDescription based upon print version of record.1-119-99518-3 0-470-51790-5 Includes bibliographical references (p. [175]) and index.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 Options23 Variance Swaps24 Dispersion; 25 Engineering Financial Structures; Appendix A Variance of a Composite Option and Outperformance Option; Appendix B Replicating the Variance Swap; Bibliography; IndexWritten 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 associated with trading an exotic option before dissecting these risks through a detailed analysis of the actual economics and Greeks rather than solely stating the mathematical formuWiley finance series.Exotic options (Finance)Exotic options (Finance)332.64/53De Weert Frans943483MiAaPQMiAaPQMiAaPQBOOK9910145421303321Exotic options trading2153289UNINA