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Demystifying exotic products [[electronic resource] ] : interest rates, equities and foreign exchange / / Chia Chiang Tan
| Demystifying exotic products [[electronic resource] ] : interest rates, equities and foreign exchange / / Chia Chiang Tan |
| Autore | Tan Chia Chiang |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina |
332.45
332.6 332.63228 332.6453 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Exotic options (Finance)
Futures |
| ISBN |
1-119-20663-4
0-470-68788-6 1-282-68443-4 9786612684432 0-470-68689-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Demystifying Exotic Products; Contents; Foreword; Preface; Acknowledgements; Notes; 1 Derivatives in their Golden Days (1994 to 2007); 2 Themes in Constructing Exotic Products; 3 Basics of Derivatives; 4 Barriers; 5 Quantoes; 6 Swaps, Constant Maturity Swaps and Spreads; 7 Range Accruals; 8 Early Termination; 9 Pathwise Accumulators; 10 Power Reverse Dual Currencies; 11 Baskets and Hybrids; 12 Some Exotic Equity Products; 13 Volatility and Correlation Products; 14 Fund Derivatives; 15 The Products Post-2008; Some Final Thoughts; Glossary; Appendices; Bibliography; Index |
| Record Nr. | UNINA-9910781083203321 |
Tan Chia Chiang
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| Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Exotic options and hybrids : a guide to structuring, pricing and trading / / Mohamed Bouzoubaa and Adel Osseiran
| Exotic options and hybrids : a guide to structuring, pricing and trading / / Mohamed Bouzoubaa and Adel Osseiran |
| Autore | Bouzoubaa Mohamed |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, N.J., : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (394 p.) |
| Disciplina | 332.64/53 |
| Altri autori (Persone) | OsseiranAdel |
| Soggetto topico | Exotic options (Finance) |
| ISBN |
0-470-71008-X
1-119-20696-0 1-282-93970-X 9786612939709 0-470-97054-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. I. Foundations -- pt. II. Exotic derivatives and structured products -- pt. III. More on exotic structures -- pt. IV. Hybrid derivatives and dynamic strategies -- Appendices. |
| Record Nr. | UNINA-9910141039103321 |
|
Bouzoubaa Mohamed
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| Chichester ; ; Hoboken, N.J., : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Exotic options trading / / Frans de Weert
| Exotic options trading / / Frans de Weert |
| Autore | De Weert Frans |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (204 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley finance series |
| Soggetto topico | Exotic options (Finance) |
| ISBN |
1-119-20873-4
1-281-32069-2 9786611320690 0-470-75631-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910145421303321 |
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De Weert Frans
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| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The handbook of exotic options : instruments, analysis, and applications / edited by Israel Nelken
| The handbook of exotic options : instruments, analysis, and applications / edited by Israel Nelken |
| Pubbl/distr/stampa | New York : McGraw-Hill, c1996 |
| Descrizione fisica | xxii, 362 p. : ill. ; 24 cm. + 1 computer disk (3 1/2 in.) |
| Disciplina | 332.63228 |
| Altri autori (Persone) | Nelken, Israel |
| Soggetto topico |
Exotic options (Finance)
Portfolio management - Software |
| ISBN |
1557389047
9785573890470 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001673439707536 |
| New York : McGraw-Hill, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Quantitative modeling of derivative securities : from theory to practice / Marco Avellaneda in collaboration with Peter Laurence
| Quantitative modeling of derivative securities : from theory to practice / Marco Avellaneda in collaboration with Peter Laurence |
| Autore | Avellaneda, Marco |
| Pubbl/distr/stampa | Boca Raton, Fl : Chapman & Hall/CRC, c2000 |
| Descrizione fisica | xii, 322 p. : ill. ; 26 cm. |
| Disciplina | 519.8 |
| Altri autori (Persone) | Laurence, Peter |
| Soggetto topico |
Derivative securities
Exotic options (Finance) Options (Finance) |
| ISBN | 1584880317 |
| Classificazione | AMS 91B |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001276419707536 |
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Avellaneda, Marco
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| Boca Raton, Fl : Chapman & Hall/CRC, c2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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