Full Product Details
Author: Peter Buchen
Publisher: Taylor & Francis Ltd
Imprint: Chapman & Hall/CRC
Weight: 0.453kg
ISBN: 9780367381721
ISBN 10: 0367381729
Pages: 296
Publication Date: 05 September 2019
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: In Print
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Reviews
.. . an excellent guide to modern financial modelling. ... The author promises that you can 'price exotic options without needing a single integration' and keeps the promise. ... The author's background in teaching makes this book easy to read. --Osmo Jauri, International Statistical Review, 2014 The book presents an entertaining and captivating course in option pricing, aiming to derive closed form analytical formulas for the prices of exotic options in an elegant way, provided such a formula exists. Thanks to the machinery developed by the author and his work group, pricing formulas for even the most complex exotic options are obtained from elementary pricing formulas using elegant arguments and simple algebraic manipulations, i.e. without lengthy integrations. ... a very valuable treatise on exotic option pricing in a Black-Scholes economy. In addition, every chapter concludes with a set of highly relevant and inspiring exercises. --Tam s M trai, Zentralblatt MATH 1242
.. . an excellent guide to modern financial modelling. ... The author promises that you can 'price exotic options without needing a single integration' and keeps the promise. ... The author's background in teaching makes this book easy to read. --Osmo Jauri, International Statistical Review, 2014 The book presents an entertaining and captivating course in option pricing, aiming to derive closed form analytical formulas for the prices of exotic options in an elegant way, provided such a formula exists. Thanks to the machinery developed by the author and his work group, pricing formulas for even the most complex exotic options are obtained from elementary pricing formulas using elegant arguments and simple algebraic manipulations, i.e. without lengthy integrations. ... a very valuable treatise on exotic option pricing in a Black-Scholes economy. In addition, every chapter concludes with a set of highly relevant and inspiring exercises. --Tamas Matrai, Zentralblatt MATH 1242
Author Information
Peter Buchen is an Associate Professor of Finance at the University of Sydney Business School. Dr. Buchen is co-founder of the Sydney Financial Mathematics Workshop, has authored many publications in financial mathematics, and has taught courses in quantitative finance and derivative securities. His research focuses on mathematical methods for valuing exotic options.
