An introduction to exotic option pricing
In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs) The author incorporates...
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| Format: | eBook |
| Language: | English |
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Boca Raton, FL
CRC Press
2012
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| Series: | Chapman & Hall/CRC financial mathematics series
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative finance community |
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| Physical Description: | xvii, 273 pages illustrations |
| ISBN: | 142009100X |