Emerging financial derivatives : understanding exotic options and structured products

Jerome Yen and Kin Keung Lai

1. Survey and classification of structured products -- 2. Tools and methods for pricing exotic options -- 3. Stochastic and local volatility models, volatility surface, term structure, and break-even volatility -- 4. Market view formation -- 5. Structured equity products -- 6. Foreign exchange-linked structured products.

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Year of publication:	2015
Authors:	Yen, Jerome
Other Persons:	Lai, Kin Keung (contributor)
Publisher:	New York : Routledge,
Subject:	Derivat \| Derivative \| Optionsgeschäft \| Option trading \| Optionspreistheorie \| Option pricing theory \| Devisenoption \| Currency option

Extent:	1 online resource (xiii, 135 pages)
Series:	Routledge advances in risk management ; 5
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-315-75934-0 ; 978-1-317-63887-2 ; 978-1-317-63888-9 ; 978-0-415-82619-8 ; 978-1-138-06679-3
Other identifiers:	10.4324/9781315759340 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013183625