Exotic options : a guide to second generation options /
This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes argu...
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Online Access: | Electronic book from EBSCO |
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Main Author: | |
Format: | eBook |
Language: | English |
Published: | Singapore ; New Jersey : World Scientific, ©1997. |
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