Exotic Derivatives and Risk: Theory, Extensions and Applications

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World Scientific, 2009 - Business & Economics - 600 pages
This book discusses in detail the workings of financial markets and over-the-counter (OTC) markets, focusing specifically on standard and complex derivatives. The subjects covered range from the fundamental products in OTC markets, standard and exotic options, the concepts of value at risk, credit derivatives and risk management, to the applications of option pricing theory to real assets.To further elucidate these complex concepts and formulas, this book also explains in each chapter how theory and practice go hand-in-hand. This volume, a culmination of the author's 12 years of professional experience in the field of finance, derivative analysis and risk management, is a valuable guide for postgraduate students, academics and practitioners in the field of finance.
 

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Contents

Exchange Forward Start Chooser Options
131
and Their Applications
226
and Their Applications
317
Asian and Flexible Asian Options and Their Applications
348
Steps Parisian and Static Hedging of Exotic Options
372
Basic Concepts and Applications in Risk
403
The Basic Concepts
446
The Basic Concepts
484
Default Risk and the Pricing of Corporate Bonds Swaps
511
Contingent Claims Analysis and Its Applications
541
Extended Discounted Cash Flow Techniques and Real
550
Option Pricing When the Underlying Asset
584
Index
597
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