Bouzoubaa, Mohamed.
Exotic options and hybrids a guide to structuring, pricing and trading Mohamed Bouzoubaa and Adel Osseiran. - xx, 372 páginas ilustrado 26 cm.
Incluye referencias bibliográficas e índice.
Basic instruments -- The world of structured products -- Vanilla options -- Volatility, skew and term structure -- Option sensitivities: Greeks -- Strategies involving options -- Correlation -- Dispersion -- Dispersion options -- Barrier options -- Digitals -- Autocallable structures -- The cliquet family -- MOre cliquets and related structures -- Mountain range options -- Volatility derivaties -- Asset classes -- Asset classes -- Structuring hybrid derivaties -- Pricing hybrid derivaties -- Dynamic strategies and thematic indices -- Appendices
9780470688038
2010007992
Exotic options (finance)
Opción exótica--(finanzas)
332.645 / B782e
Exotic options and hybrids a guide to structuring, pricing and trading Mohamed Bouzoubaa and Adel Osseiran. - xx, 372 páginas ilustrado 26 cm.
Incluye referencias bibliográficas e índice.
Basic instruments -- The world of structured products -- Vanilla options -- Volatility, skew and term structure -- Option sensitivities: Greeks -- Strategies involving options -- Correlation -- Dispersion -- Dispersion options -- Barrier options -- Digitals -- Autocallable structures -- The cliquet family -- MOre cliquets and related structures -- Mountain range options -- Volatility derivaties -- Asset classes -- Asset classes -- Structuring hybrid derivaties -- Pricing hybrid derivaties -- Dynamic strategies and thematic indices -- Appendices
9780470688038
2010007992
Exotic options (finance)
Opción exótica--(finanzas)
332.645 / B782e