The Handbook of Exotic Options: Instruments, Analysis, and Applications

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McGraw Hill Professional, 1996 - Business & Economics - 362 pages
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The Handbook of Exotic Options is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by Israel Nelken, one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options by institutional investors and corporate treasurers, as well as the latest thinking on advanced topics. Readers will find valuable discussions of: Options theory, volatility, and pricing; The Brownian Motion and the Black Scholes Model; Risk management applications of exotic options.

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User Review  - sthitha_pragjna - LibraryThing

Best book on exotic options. Dated in some terminology, but the best mix of intuition, classification and closed form expressions available for the exotics. Read full review

Contents

Market for Exotic Options
9
Pricing Exotic Options and Structures
43
Introduction
45
Copyright

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About the author (1996)

Israel Nelken is Professor in the Department of Neurobiology in the Alexander Silberman Institute of Life Sciences and a member of the Edmond and Lily Safra Center for Brain Sciences at the Hebrew University of Jerusalem.

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