Exotic options and hybrids: a guide to structuring, pricing and trading
The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification and explanation. "Exotic Options and Hybrids" is a practical guide to structuring, pricing and hedging complex exotic options and hybrid derivatives that will serve readers through the recen…
Read More ↓Title Statements
- Full title :Exotic options and hybrids : a guide to structuring, pricing and trading / Mohamed Bouzoubaa and Adel Osseiran.
Summary
The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification and explanation. "Exotic Options and Hybrids" is a practical guide to structuring, pricing and hedging complex exotic options and hybrid derivatives that will serve readers through the recent crisis, the road to recovery, the next bull market and beyond. Written by experienced practitioners, it focuses on the three main parts of a derivative's life: the structuring of a product, its pricing and its hedging. Divided into four parts, the book covers a multitude of structures, encompassing many of the most up-to-date and promising products from exotic equity derivatives and structured notes to hybrid derivatives and dynamic strategies. Based on a realistic setting from the heart of the business, inside a derivatives operation, the practical and intuitive discussions of these aspects make these exotic concepts truly accessible. Adoptions of real trades are examined in detail, and all of the numerous examples are carefully selected so as to highlight interesting and significant aspects of the business. Readers learn how to spot where the risks lie to pave the way for sound valuation and hedging of such products. By discussing exotic options and hybrids in a practical, non-mathematical and highly intuitive setting, this book will blast through the misunderstanding of exotic derivatives, enabling practitioners to fully understand and correctly structure, price and hedge theses products effectively, and stand strong as the only book in its class to make these 'exotic' concepts truly accessible.
Read More ↓Edition Statements
- Publication Date:2010.
Publication Statements
- Publisher(s):John Wiley & Sons
- Place of Publication:Chichester
- Language:eng
- Publication Date:2010.
The Physical Object
- Description:372 Seiten : : figur.
Edition Identifiers
- ISBN:9780470688038, 0470688033
- oclc:ocn730155838
- LC Classification:HG6024.A3
- Dewey Decimal:332.64/53
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