296 Pages
by
Chapman & Hall
296 Pages
by
Chapman & Hall
296 Pages
by
Chapman & Hall
Also available as eBook on:
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 The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative... Read more
Technical Background: Financial Preliminaries. Mathematical Preliminaries. Gaussian Random Variables. Applications To Exotic Option Pricing: Simple Exotic Options. Dual Expiry Options. Two-Asset Rainbow Options. Barrier Options. Lookback Options. Asian Options. Exotic Multi-Options. References. Index.
Biography
Peter Buchen is an Associate Professor of Finance at the University of Sydney Business School. Dr. Buchen is co-founder of the Sydney Financial Mathematics Workshop, has authored many publications in financial mathematics, and has taught courses in quantitative finance and derivative securities. His research focuses on mathematical methods for valuing exotic options.
