Biblioteca Univ. Surcolombiana

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Exotic options and hybrids a guide to structuring, pricing and trading Mohamed Bouzoubaa and Adel Osseiran.

By: Bouzoubaa, Mohamed.
Contributor(s): Osseiran, Adel.
Chichester Hoboken, NJ John Wiley & Sons 2010Description: xx, 372 páginas ilustrado 26 cm.ISBN: 9780470688038.Subject(s): Exotic options (finance) | Opción exótica -- (finanzas)DDC classification: 332.645
Contents:
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
List(s) this item appears in: Economia
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.645 B782e (Browse shelf) Ej.1 Available 8000022252
Total holds: 0

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

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