Annual Member
| Author | Nelken, Israel |
|---|---|
| Title | Pricing, hedging, and trading exotic options : understanding the intricacies of exotic options and how to use them to maximize advantage / Israsel Izzy Nelken |
| Imprint | New York : McGraw-Hill, c2000 |
| Descript | 310 p |
Motivation for using exotic options -- Bermudan Options -- Binary options -- Contingent premium options -- Contingent premium caps: a primer -- Forward start options -- Ratchet options -- Chooser options -- Shout options -- Compound options -- Barrier options -- Double-barrier options -- One-touch options -- Ladder options -- Asian options -- Lookback options -- Outperformance options -- Correlation and rainbow options -- Spread options -- Quanto options -- Basket options -- Interest rate options
| LOCATION | CALL# | STATUS |
|---|---|---|
| Sasin Library | 332.645 N423P 2000 | CHECK SHELVES |
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