Exotic options trading download
Skip to search Skip trading main content. Need help right now? Chat with a librarian. Advanced Browse Course reserves Selections 0 Show list Clear list. SearchWorks Catalog Stanford University Libraries. Cite Send to text email RefWorks EndNote printer. Responsibility Frans de Weert. Imprint Chichester, England ; Hoboken, NJ: Physical description xii, p. Series Wiley finance series. Ask at i-Desk Items in Ask at i-Desk Call number Status HG A3 D Unknown. Find it at other libraries via WorldCat Limited preview. Bibliography Includes bibliographical references p. Contents Contents Preface Exotic 1 Introduction 2 Conventional Options, Forwards and Greeks 2. Nielsen Book Data Publisher's Summary Written by an experienced trader and consultant, Frans de Weert's Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By giving readers the necessary tools to understand exotic options, this book serves as a manual to equip the reader with the skills to price and risk manage the most common and the trading complex exotic options. De Weert begins by options the download associated with trading an exotic option before dissecting these risks through a detailed analysis of the actual economics and Greeks rather than solely stating the mathematical formulae. The book limits the use of mathematics to explain exotic options from an economic and risk perspective by means of real life examples leading to a practical interpretation of the mathematical pricing formulae. The book covers conventional options, digital options, barrier options, cliquets, quanto options, outperformance options and variance swaps, and explains difficult exotic in simple terms, with a practical approach that gives the reader a full understanding of every aspect of each exotic option. The book also discusses structured notes with exotic options embedded trading them, such as reverse convertibles, callable and puttable reverse convertibles and autocallables and shows the rationale behind these structures and their associated risks. For each exotic option, the author makes clear why there is an investor demand; explains where the risks lie and how this affects the actual pricing; shows how best to hedge any vega or gamma exposure embedded in the exotic option and discusses the skew exposure. By explaining the practical implications for every exotic option and how it affects the price, in addition to the necessary mathematical derivations and tools for pricing exotic options, Exotic Options Trading removes the mystique surrounding exotic options in order to give download reader a full understanding of every aspect of each exotic option, creating a useable tool for dealing with exotic options in practice. De Weert's exceptional text fills this gap superbly. It is a rigorous treatment of exotic number of exotic structures and includes numerous examples to clearly illustrate the principles. What makes this book unique is that it manages to strike a fantastic balance between the theory and actual trading practice. Although it may be something of an overused phrase to describe this book as compulsory reading, I can assure any reader they will not be disappointed. Markets and Applications "Exotic Options Trading options an excellent job in providing a succinct and exhaustive overview of exotic options. The real edge of this book is that it explains exotic options from a risk and economical perspective and provides a clear link to the actual profit and pricing formulae. In download, a must read for anyone who options to get deep insights into exotic options and start trading them profitably. Nielsen Book Data Supplemental links Contributor biographical information Publisher description Table of contents only. Subject Exotic options Finance. Publication date Series Wiley finance series ISBN cloth cloth. Browse related items Start at call number:
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