Emerging Financial Derivatives: Understanding exotic options and structured products
Author:   Jerome Yen (University of Macau, Macau) ,  Kin Keung Lai (Shaanxi Normal University, China)
Publisher:   Taylor & Francis Ltd
ISBN:  

9781138066793


Pages:   150
Publication Date:   13 April 2017
Format:   Paperback
Availability:   In Print   Availability explained
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Emerging Financial Derivatives: Understanding exotic options and structured products


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Author:   Jerome Yen (University of Macau, Macau) ,  Kin Keung Lai (Shaanxi Normal University, China)
Publisher:   Taylor & Francis Ltd
Imprint:   Routledge
Weight:   0.453kg
ISBN:  

9781138066793


ISBN 10:   1138066796
Pages:   150
Publication Date:   13 April 2017
Audience:   College/higher education ,  Tertiary & Higher Education ,  Undergraduate
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

1. Survey and Classification of Structured Products 2. Tools and Methods for Pricing Exotic Options 3. Stochastic and Local Volatility Models, Volatility Surface, Term Structure, and Breakeven Volatility 4. Market View Formation 5. Structured Equity Products 6. FX-Linked Structured Products

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Author Information

Jerome Yen is currently a professor of the College of Business at Tung Wah College, Hong Kong and also a visiting professor in the Department of Finance at Hong Kong University of Science and Technology. He is also the director of HKUST’s Quantitative Finance program where over 70 percent of graduates went to investment banks like Goldman Sachs and Morgan Stanley. He received his Ph.D. in 1992 in Systems Engineering and Management Information Systems from the University of Arizona. Kin Keung Lai received his Ph.D. at Michigan State University, USA. He is currently the Chair Professor of Management Science at the City University of Hong Kong. He is also the Director of the Invesco-Great Wall Research Unit on Risk Analysis and Business Intelligence (RABI) at the College of Business. Prior to his current post, he was a Senior Operational Research Analyst for Cathay Pacific Airways and an Area Manager on Marketing Information Systems for Union Carbide Eastern.

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