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【2014】Emerging Financial Derivatives: Understanding exotic options and structured products

Book 图书名称：Emerging Financial Derivatives: Understanding exotic options and structured products/ 新兴的金融衍生品：了解奇异期权和结构性产品
Author 作者： Jerome Yen, Kin Keung Lai
Publisher 出版社： Routledge
Page 页数：150
Publishing Date 出版时间： Dec 9, 2014
Language 语言： English
Size 大小： 3 MB
Format 格式： pdf 文字版
ISBN: 0415826195, 9780415826198
Edition: 第1版 搜索过论坛，没有该文档

Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China. This book first discusses the products' recent development in the world and provides comprehensive overview of the major products. The book also discusses the risks of issuing and buying such products as well as the techniques to price them and to assess the risks. Volatility is the most important factor in determining the return and risk. Therefore, significant part of the book's content discusses how we can measure the volatility by using local and stochastic volatility models ― Heston Model and Dupire Model, the volatility surface, the term structure of volatility, variance swaps, and breakeven volatility.



The book introduces a set of dimensions which can be used to describe structured products to help readers to classify them. It also describes the more commonly traded exotic options with details. The book discusses key features of each exotic option which can be used to develop structured products and covers their pricing models and when to issue such products that contain such exotic options. This book contains several case studies about how to use the models or techniques to price and hedge risks. These case analyses are illuminating.

== Table of contents ==
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