关于本站
人大经济论坛-经管之家:分享大学、考研、论文、会计、留学、数据、经济学、金融学、管理学、统计学、博弈论、统计年鉴、行业分析包括等相关资源。
经管之家是国内活跃的在线教育咨询平台!
经管之家新媒体交易平台
提供"微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯"等虚拟账号交易,真正实现买卖双方的共赢。【请点击这里访问】
论文
- 毕业论文 | 写毕业论文
- 毕业论文 | 为毕业论文找思路
- 毕业论文 | 可以有时间好好写 ...
- 毕业论文 | 毕业论文如何选较 ...
- 毕业论文 | 毕业论文选题通过 ...
- 毕业论文 | 还有三人的毕业论 ...
- 毕业论文 | 毕业论文答辩过程 ...
- 毕业论文 | 本科毕业论文,wi ...
考研考博
- 考博 | 南大考博经济类资 ...
- 考博 | 考博英语10000词汇 ...
- 考博 | 如果复旦、南大这 ...
- 考博 | 有谁知道春招秋季 ...
- 考博 | 工作与考博?到底 ...
- 考博 | 考博应该如何选择 ...
- 考博 | 考博失败了
- 考博 | 考博考研英语作文 ...
留学
- 日本留学 | 在日本留学心得
- 日本留学 | 日本留学生活必需 ...
- 日本留学 | 【留学日本】2015 ...
- 日本留学 | 日本海外留学8年来 ...
- 日本留学 | 日本留学费用_日本 ...
- 日本留学 | 求在日本留学的师 ...
- 日本留学 | 日本留学的有没有 ...
- 日本留学 | 日本留学
TOP热门关键词
坛友互助群 |
扫码加入各岗位、行业、专业交流群 |
Exotic Options: A Guide to Second Generation Options
World Scientific Pub Co Inc | ISBN: 9810235216 | 1998-08-01 | PDF | 724 pages | 22676 kb由于文件比较大,不好上传,可以发给各位,如果需要请将地址给我!About the Author
Peter G Zhang obtained his BS and MS in Computer Science in mainland China, before being sent to study in the United States in 1987. He has served as manager, senior associate or vice-president in various financial institutions, including MMS International (Standard & Poor's Group), the Union Bank of Switzerland (New York Branch) and the Chemical Bank (head office) in New York City. After working for the Chase Manhattan Bank (Tokyo Branch) as a vice-president for about three years, he broadened his expertise to financial law at Harvard Law School. He joined the Shanghai Futures Exchange as Chief Financial Engineering Advisor in 2003 to build and promote the financial derivatives industry in China. An experienced financial expert with many articles and books published both in English and in Chinese, Dr Zhang has been travelling around the world to give seminars and business presentations, particularly to various government organizations, institutions and companies throughout China. His representative works include Barings Bankruptcy and Financial Derivatives.
This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning with the basic concepts of the products and then moving on to how to price them in closed-form solutions. Many pricing formulae and analyses which have not previously appeared in the literature are included and illustrated with detailed examples. It will be of great interest to traders, marketers, analysts, risk managers, professors, graduate students, and anyone who is interested in what is going on in the rapidly changing financial market.
Contents:
- From Vanilla Options to Exotic Options
- Option Pricing Methodology
- Vanilla Options
- American Options
- Asian Options
- Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options
- Flexible Arithmetic Asian Options
- Forward-Start Options
- One-Clique Options
- Vanilla Barrier Options
- Exotic Barrier Options
- Lookback Options
- Exchange Options
- Options Paying the Best/Worst and Cash
- Standard Digital Options and Correlation Digital Options
- Quotient Options
- Product Options and Foreign Domestic Options
- Foreign Equity Options
- Equity-Linked Foreign Exchange Options
- Quanto Options
- Rainbow Options
- Spread Options
- Spread Over the Rainbows
- Dual-Strike Options
- Out-Performance Options
- Alternative Options
- Basket Options
- Pricing Correlation Options with Uncertain Correlation Coefficients
- Package or Hybrid Options
- Nonlinear Payoff Options
- Compound Options
- Chooser Options
- Contingent Premium Options
- Other Exotic Options
- Hedging Exotic Options
- Further Development
- Payoff Functions for Various Options
- Table of Cumulative Function Values of the Standard Normal Distribution
Readership: Professionals in the financial industry, interested general readers, and academics.
"He has put together a comprehensive book on exotic option pricing, showing this to be possible without the measure theory twaddle. It takes the reader through the entire spectrum of products in an organized way and provides most necessary formulas as well as the intuition of their derivation ... There is no other place where one can find all the pricing tools gathered together, which allows one to price an option without sneezing from the dust of stacks of journal articles ... The author does a good job when he limits his role to providing a complete pricing encyclopedia ... This is the most complete conventional option pricing book currently available."
Nassim Taleb, Derivatives Strategy |
免流量费下载资料----在经管之家app可以下载论坛上的所有资源,并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库,各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里,你可以找到任何学科方向、有共同话题的朋友。
经管之家(原人大经济论坛),跨越高校的围墙,带你走进经管知识的新世界。
扫描下方二维码下载并注册APP
您可能感兴趣的文章
本站推荐的文章
- 哲学名言 | 【独家发布】经典哲学名言
- 哲学书籍 | 求推荐一本讲人生目标的哲学书籍 ...
- 哲学书籍 | 20部必读的哲学书籍
- 哲学书籍 | 经济人,开拓你逻辑思维的哲学书 ...
- 哲学书籍 | 哲学书籍
- 哲学书籍 | 哲学书籍
- 哲学书籍 | 哲学书籍
- 哲学书籍 | 经典的哲学书籍
人气文章
本文标题:Exotic Options: A Guide to Second Generation Options
本文链接网址:https://bbs.pinggu.org/jg/huiji_huijiku_272624_1.html
2.转载的文章仅代表原创作者观点,与本站无关。其原创性以及文中陈述文字和内容未经本站证实,本站对该文以及其中全部或者部分内容、文字的真实性、完整性、及时性,不作出任何保证或承若;
3.如本站转载稿涉及版权等问题,请作者及时联系本站,我们会及时处理。