An Introduction to Exotic Option Pricing

An Introduction to Exotic Option Pricing

Autor: Peter Buchen
Wydawca: CRC Press
Wydanie: 1
Data publikacji: 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 The author incorporates much of his own unpublished work, including ideas

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