Exotic options

Xem 1-9 trên 9 kết quả Exotic options
  • In the framework of Black-Scholes-Merton option pricing models, by employing exotic options instead of plain options or warrants, this paper presents an equivalent decomposition method for the Callable Convertible Bonds (CCB). Furthermore, the analytic valuation formulae for CCB are obtained by using the analytic formulae for those simpler securities decomposed from CCB. This method is validated by comparing with Monte Carlo simulation. Besides, the effects of call clauses, coupon clauses, soft call condition clauses and dividend payment are analyzed respectively.

    pdf0p enter1cai 16-01-2013 50 4   Download

  • (bq) part 2 book "options futures and other derivatives" has contents: volatility smiles, basic numerical procedures, exotic options, more on models and numerical procedures, martingales and measures, real options, derivatives mishaps and what we can learn from them,...and other contents.

    pdf439p bautroibinhyen21 14-03-2017 24 1   Download

  • (bq) part 2 book "derivatives markets" has contents: exotic options; financial engineering and security design; corporate corporate; real options; monte carlo valuation; the lognormal distribution; the black scholes equation; interest rate models; value at risk,...and other contents.

    pdf523p bautroibinhyen30 15-06-2017 15 1   Download

  • p 01-01-1970   Download

  • Lecture International finance: An analytical approach (2/e) – Chapter 7: Currency options. The goals of this chapter are: To introduce basic concepts, to describe currency options contracts, to identify the determinants of option premiums, to describe exotic currency options.

    ppt38p nomoney2 10-02-2017 21 2   Download

  • .Page i Valuation Measuring and Managing the Value of Companies .Page ii WILEY FINANCE Advanced Fixed-Income Valuation Tools, Narasimham Jegadeesh and Bruce Tuckman Beyond Value at Risk, Kevin Dowd Buying and Selling Volatility, Kevin B. Connolly Chaos and Order in the Capital Markets: New View of Cycles, Prices, and Market Volatility, Second Edition, Edgar E. Peters Corporate Financial Distress and Bankruptcy, Second Edition, Edward I.

    pdf508p leetinh 29-10-2012 142 72   Download

  • (bq) part 2 book "java methods for financial engineering applications in finance and investment" has contents: conditional options, complex conditional options, barrier type options, double barrier options, double barrier options, special case barrier options, other exotics.

    pdf277p bautroibinhyen21 14-03-2017 16 0   Download

  • p 01-01-1970   Download

  • Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions....

    pdf308p tieungot 24-01-2013 74 23   Download



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