Exotic options : a guide to second generation options /
This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes argu...
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Main Author: | |
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Format: | Electronic eBook |
Language: | English |
Published: |
Singapore ; New Jersey :
World Scientific,
©1997.
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Subjects: | |
Online Access: | CONNECT |