An Introduction to Exotic Option Pricing

An Introduction to Exotic Option Pricing

Auteur: Peter Buchen
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2012
ISBN: 9781420091007

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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 The author incorporates much of his own unpublished work, including ideas

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