Pricing Path Dependent Exotic Options

by Otto Konstandatos

This book presents a novel two-part framework for pricing all conceivable barrier and lookback options in the Black-Scholes world. The first part calls for the static replication of vanilla and exotic... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639055918
• ISBN13: 9783639055917
• Release Date: August 2008
• Publisher: VDM Verlag Dr. Mueller E.K.
• Length: 232 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"