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## Details

Material Type: | Internet resource |
---|---|

Document Type: | Book, Internet Resource |

All Authors / Contributors: |
Peter Buchen |

ISBN: | 9781420091007 142009100X |

OCLC Number: | 229022663 |

Description: | xvii, 278 pages : illustrations ; 25 cm. |

Contents: | Financial preliminaries -- Mathematical preliminaries -- Gaussian random variables -- Simple exotic options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options -- Asian options -- Exotic multi-options. |

Series Title: | Chapman & Hall/CRC financial mathematics series. |

Responsibility: | Peter Buchen. |

### Abstract:

## Reviews

*Editorial reviews*

Publisher Synopsis

"... an excellent guide to modern financial modelling. ... The author promises that you can 'price exotic options without needing a single integration' and keeps the promise. ... The author's background in teaching makes this book easy to read." -Osmo Jauri, International Statistical Review, 2014 "The book presents an entertaining and captivating course in option pricing, aiming to derive closed form analytical formulas for the prices of exotic options in an elegant way, provided such a formula exists. Thanks to the machinery developed by the author and his work group, pricing formulas for even the most complex exotic options are obtained from elementary pricing formulas using elegant arguments and simple algebraic manipulations, i.e. without lengthy integrations. ... a very valuable treatise on exotic option pricing in a Black-Scholes economy. In addition, every chapter concludes with a set of highly relevant and inspiring exercises." -Tamas Matrai, Zentralblatt MATH 1242 Read more...

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## Similar Items

### Related Subjects:(6)

- Options (Finance) -- Prices.
- MATHEMATICS -- General.
- MATHEMATICS -- Probability & Statistics -- General.
- BUSINESS & ECONOMICS -- Finance.
- Finanzmathematik.
- Optionsgeschäft.

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- material and teaching(70 items)
by yhhsiangst1984 updated 2013-01-22