Exotic Options and Hybrids: a Guide to Structuring, Pricing and Trading
Toxic waste ... it is a sad day when derivatives are described as toxic waste. Are these financial products really so, particularly those of exotic nature, or is it in fact people's grasp and usage of them that is the source of toxicity? While the use of derivatives increased in recent years at astounding rates, the crash of 2008 has revealed that people's understanding of them has not rivalled their spread. Exotic Options and Hybrids is the first book to guide practitioners on how to structure…
Read More ↓Title Statements
- Full title :Exotic Options and Hybrids : a Guide to Structuring, Pricing and Trading.
Summary
Toxic waste ... it is a sad day when derivatives are described as toxic waste. Are these financial products really so, particularly those of exotic nature, or is it in fact people's grasp and usage of them that is the source of toxicity? While the use of derivatives increased in recent years at astounding rates, the crash of 2008 has revealed that people's understanding of them has not rivalled their spread. Exotic Options and Hybrids is the first book to guide practitioners on how to structure, price and trade modern exotic and hybrid derivatives, without complicating matters with the use o.
Read More ↓Edition Statements
- Publication Date:2010.
Publication Statements
- Publisher(s):John Wiley & Sons
- Place of Publication:Hoboken
- Language:eng
- Publication Date:2010.
The Physical Object
- Description:1 online resource (394 pages)
Edition Identifiers
- ISBN:9780470970546, 0470970545, 128293970X, 9781282939707, 1119206960, 9781119206965, 9786612939709, 6612939702
- oclc:ocn700687375
- LC Classification:HG6024.A3B69 2010
- Dewey Decimal:332.64/53
Table of Contents
Exotic Options and Hybrids; Exotic Options and Hybrids; Contents; List of Symbols and Abbreviations; Preface; PART I FOUNDATIONS; 1 Basic Instruments; 2 The World of Structured Products; 3 Vanilla Options; 4 Volatility, Skew and Term Structure; 5 Option Sensitivities: Greeks; 6 Strategies Involving Options; 7 Correlation; PART II EXOTIC DERIVATIVES AND STRUCTURED PRODUCTS; 8 Dispersion; 9 Dispersion Options; 10 Barrier Options; 11 Digitals; 12 Autocallable Structures; PART III MORE ON EXOTIC STRUCTURES; 13 The Cliquet Family; 14 More Cliquets and Related Structures; 15 Mountain Range Options.
16 Volatility DerivativesPART IV HYBRID DERIVATIVES AND DYNAMIC STRATEGIES; 17 Asset Classes (I); 18 Asset Classes (II); 19 Structuring Hybrid Derivatives; 20 Pricing Hybrid Derivatives; 21 Dynamic Strategies and Thematic Indices; APPENDICES; A Models; B Approximations; Postscript; Bibliography; Index.
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