An introduction to exotic option pricing

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...

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Bibliographic Details
Other Authors: Buchen, Peter, author (author)
Format: eBook
Language:Inglés
Published: Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis 2012.
Edition:1st edition
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629294806719
Description
Summary: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integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative finance community.
Item Description:Bibliographic Level Mode of Issuance: Monograph
Physical Description:1 online resource (294 pages) : illustrations, tables
Bibliography:Includes bibliographical references.
ISBN:9780429143502
9781420091007