| Options, Futures and Exotic Derivatives: Theory, Application and Practice Contributor(s): Briys, Eric (Author), Bellalah, Mondher (Author), Mai, Huu Minh (Author) |
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ISBN: 0471969087 ISBN-13: 9780471969082 Publisher: Wiley OUR PRICE: $106.87 Product Type: Paperback - Other Formats Published: May 1998 Annotation: "Over the past two decades, the mathematically complex models of finance theory have had a direct and wide-ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative-security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to know the field and what is relevant and important to its application in the financial world. In addition to its fine subject-defining, the book delivers on subject-content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner. To the reader: Bon Appetit!" Robert C. Merton, Harvard Business School Long-Term Capital Management, L.P. "One of the merits of this book is that it is self-contained It is both a textbook and a reference book. It covers the basics of the theory, as well as the techniques for valuation of many of the more exotic derivatives. It contains a detailed knowledge of the field. What is more, however, it is written with a deep understanding of the economics of finance." From the Foreword by Oldrich Alfons Vasicek "The authors have done an admirable job at distilling what is relevant in option research in one single volume. I wish Id had the chance to read it before writing my own book." Nassim Taleb, veteran option arbitrageur and bestselling author of Dynamic Hedging: Managing Vanilla and Exotic Options "This is a delightful promenade in derivatives land. The book isencyclopaedic yet crisp and inspired. It is the story told in equations of the charms and spells of options and their underlying mathematics." Jamil Baz, Head of Financial Strategies, Lehman Brothers Europe Building steadily from the basic mathematical tools to the very latest techniques in exotic options, Options, Futures and Exotic Derivatives covers all aspects of the most innovative and rapidly developing area of international financial markets the world of over-the-counter and tailor-made derivative asset pricing. Written by a globally renowned team of authors this book offers comprehensive coverage of exotic derivative assets and
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| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - Options - Business & Economics | Finance - General |
| Dewey: 332.632 |
| LCCN: 97-44712 |
| Series: Frontiers in Finance |
| Physical Information: 1.05" H x 6.62" W x 9.54" (1.76 lbs) 472 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: Eines der innovativsten, am schnellsten wachsenden Gebiete der internationalen Kapitalm rkte ist die Welt der im Freihandel verkauften und ma geschneiderten exotischen Derivative. Diese Produkte werden verbreitet von Fondsmanagern zur Feinabstimmung der Risiko-Antwort-Charakteristik ihrer Portfolios und von Investoren, die eine sehr spezielle oder relative Ansicht vom Markt haben, genutzt. Der aktive Einsatz von Derivativen und exotischen Optionen revolutioniert die Welt des Investments und des Risikomanagements. |