000 01390cam a2200253 a 4500
003 CO-NeUS
005 20180209102717.0
008 100322s2010 nju b 001 0 eng
010 _a2010007992
020 _a9780470688038
040 _aDLC
_cDLC
_bEspañol
_dCO-NeUS
041 _aeng
082 0 0 _a332.645
_221
_bB782e
100 1 _aBouzoubaa, Mohamed.
_932180
245 1 0 _aExotic options and hybrids
_ba guide to structuring, pricing and trading
_cMohamed Bouzoubaa and Adel Osseiran.
264 _aChichester
_aHoboken, NJ
_bJohn Wiley & Sons
_c2010.
300 _axx, 372 páginas
_bilustrado
_c26 cm.
504 _aIncluye referencias bibliográficas e índice.
505 _aBasic 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
650 0 _aExotic options (finance)
_9110166
650 0 _aOpción exótica
_x(finanzas)
_9118163
700 1 _aOsseiran, Adel.
_972133
942 _cCG
999 _c35732
_d35732