An Introduction to Exotic Option Pricing

by Peter Buchen

Book Overview

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 The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative finance community.

The...

• Format: Hardcover
• Language: English
• ISBN: 142009100X
• ISBN13: 9781420091007
• Release Date: February 2012
• Publisher: CRC Press
• Length: 296 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.7" x 6.1" x 9.3"