Peter Buchen

An Introduction to Exotic Option Pricing (eBook, PDF)

• Format: PDF

Produktbeschreibung

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author incorporates much of his own unpublished work, including ideas

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 296
• Erscheinungstermin: 3. Februar 2012
• Englisch
• ISBN-13: 9781420091021
• Artikelnr.: 57102127

Autorenporträt

Peter Buchen is an Associate Professor of Finance at the University of Sydney Business School. Dr. Buchen is co-founder of the Sydney Financial Mathematics Workshop, has authored many publications in financial mathematics, and has taught courses in quantitative finance and derivative securities. His research focuses on mathematical methods for valuing exotic options.

Inhaltsangabe

Technical Background: Financial Preliminaries. Mathematical Preliminaries.
Gaussian Random Variables. Applications To Exotic Option Pricing: Simple
Exotic Options. Dual Expiry Options. Two-Asset Rainbow Options. Barrier
Options. Lookback Options. Asian Options. Exotic Multi-Options. References.
Index.