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010   $a9786611320690
010   $a9781119208730
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035   $a(PQKBTitleCode)TC0000151930
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100   $a20080204d2008      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aExotic options trading /$fFrans de Weert
205   $a1st ed.
210   $aChichester, England ;$aHoboken, NJ $cJohn Wiley & Sons$dc2008
215   $a1 online resource (204 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311 08$a9781119995180 
311 08$a1119995183 
311 08$a9780470517901 
311 08$a0470517905 
320   $aIncludes bibliographical references (p. [175]) and index.
327   $aExotic 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
327   $a23 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
330   $aWritten by an experienced trader and consultant, Frans de Weert's Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By giving readers the necessary tools to understand exotic options, this book serves as a manual to equip the reader with the skills to price and risk manage the most common and the most complex exotic options.  De Weert begins by explaining the risks associated with trading an exotic option before dissecting these risks through a detailed analysis of the actual economics and Greeks rather than solely stating the mathematical formu
410  0$aWiley finance series.
606   $aExotic options (Finance)
615  0$aExotic options (Finance)
676   $a332.64/53
700   $aDe Weert$b Frans$0943483
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910145421303321
996   $aExotic options trading$92153289
997   $aUNINA