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.
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Series: Routledge Advances in Risk Management
Hardcover: 150 pages
Publisher: Routledge; 1 edition (December 9, 2014)
Language: English
ISBN-10: 0415826195
ISBN-13: 978-0415826198
Product Dimensions: 9.1 x 6.1 x 0.6 inches
Shipping Weight: 13 ounces
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