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2 Reviews
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1 of 1 people found the following review helpful:
5.0 out of 5 stars
Loads of Lattice Examples,
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This review is from: Customized Derivatives: A Step-By-Step Guide to Using Exotic Options, Swaps, and Other Customized Derivatives (Hardcover)
Customized Deriviatives does two things that most books on options do not: 1)Provide 2-3 page in-depth descriptions of many exotic derivates and 2)Illustrate the decision process that is required to model these options using lattices. By using lattices to describe the option pricing process, Ravindran avoids producing yet another dreary options book full of equations and succeeds in producing something that somebody with less than a masters in math can understand. This may not be info that an options expert would find necessary but I had fun using this book to throw models together in conjunction with my quantitative finance class. Next to Haug's "Guide to Option Pricing Formulas", this is the most useful options book I own.
2 of 5 people found the following review helpful:
5.0 out of 5 stars
simply and elegantly written book on exotic building blocks,
By A Customer
This review is from: Customized Derivatives: A Step-By-Step Guide to Using Exotic Options, Swaps, and Other Customized Derivatives (Hardcover)
The book provides alot of intuition and explaination for a topic that is usually not explained well. i would recommend this book to anyone who is interested in marketing of exotic derivatives.
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Customized Derivatives: A Step-By-Step Guide to Using Exotic Options, Swaps, and Other Customized Derivatives by K. Ravindran (Hardcover - July 1, 1997)
Used & New from: $9.95
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