The Handbook of Exotic Options is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by Israel Nelken, one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options by institutional investors and corporate treasurers, as well as the latest thinking on advanced topics. Readers will find valuable discussions of: Options theory, volatility, and pricing; The Brownian Motion and the Black Scholes Model; Risk management applications of exotic options.
Book Description
Editorial Reviews
About the Author
Israel Nelken, Ph.D., is president of Super Computer Consulting, Inc., which specializes in software development, exotic options, convertible bonds, fixed income mathematics, and statistical analysis. Dr. Nelken is a lecturer in the University of Chicago Master of Science in Financial Mathematics program. His sold-out seminars in New York and London cover topics ranging from exotic options and financial engineering to credit derivatives, and convertible bonds. His previous books include The Handbook of Exotic Options, Implementing Credit Derivatives, and Option Embedded Bonds.
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Most Helpful Customer Reviews
16 of 19 people found the following review helpful:
2.0 out of 5 stars
Misleading title,
By Bert Smits (Mechelen Belgium) - See all my reviews
This review is from: The Handbook of Exotic Options: Instruments, Analysis, and Application (Hardcover)
Dr. Nelken has compiled a series of articlesby a variety of authors dealing with particularly diverse aspects of exotic options. Although some of the papers contain useful I ordered the book in 1998 at my local Finally, the cover advertises with To put it in dealer's phraseology, this
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Inside This Book
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First Sentence:
Vanilla options, as we now call them, have been in existence for along time. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
use exotic derivatives, shout option, outperformance option, partial barrier options, singular payoffs, option maturity time, exploding option, log contract, ratchet option, trinomial tree approach, chooser option, simple chooser, complex chooser, capped options, option maturity date, averaging option, lookback option, pricing barrier options, quanto options, future valued, exotic options, binary call, current spot rate, compound option, vanilla option Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Journal of Finance, New York, Journal of Derivatives, Bankers Trust, Journal of Financial Economics, Discussion Answer, Society of Actuaries, Englewood Cliffs, Goldman Sachs, Wall Street, Edit Delete, Ending Volatility, Other Derivative Securities, Prentice Hall, Probus Publishing, Product Development News, Graph of Position, Handbook Of Derivative Instruments, Mathematical Finance, Path Dependent Options, The Valuation of Compound Options, Theoretical Price, University of Waterloo New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Vanilla options, as we now call them, have been in existence for along time. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
use exotic derivatives, shout option, outperformance option, partial barrier options, singular payoffs, option maturity time, exploding option, log contract, ratchet option, trinomial tree approach, chooser option, simple chooser, complex chooser, capped options, option maturity date, averaging option, lookback option, pricing barrier options, quanto options, future valued, exotic options, binary call, current spot rate, compound option, vanilla option Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Journal of Finance, New York, Journal of Derivatives, Bankers Trust, Journal of Financial Economics, Discussion Answer, Society of Actuaries, Englewood Cliffs, Goldman Sachs, Wall Street, Edit Delete, Ending Volatility, Other Derivative Securities, Prentice Hall, Probus Publishing, Product Development News, Graph of Position, Handbook Of Derivative Instruments, Mathematical Finance, Path Dependent Options, The Valuation of Compound Options, Theoretical Price, University of Waterloo New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 23
books:
See all 23 books this book cites
- Options, Futures and Other Derivatives (6th Edition) by John C. Hull on 4 pages
- Option Pricing (The Irwin series in finance) by Robert A. Jarrow on page 198, and page 315
- Option Pricing: Mathematical Models and Computation by Paul Wilmott on page 174, and page 243
- Derivative Securities by Robert Jarrow on page 198, and page 292
- Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas on page 174, and page 243
See all 23 books this book cites
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