Full Product Details
Author: Peter Buchen
Publisher: Taylor & Francis Ltd
Imprint: Chapman & Hall/CRC
Volume: 23
Dimensions:
Width: 15.60cm
, Height: 1.80cm
, Length: 23.40cm
Weight: 0.710kg
ISBN: 9781420091007
ISBN 10: 142009100
Pages: 296
Publication Date: 03 February 2012
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: In Print
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Reviews
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
""... 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
... 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
University of Sydney, Syndey, Australia
