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CRC Press An Introduction to Exotic Option Pricing Book

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Description

An Introduction to Exotic Option Pricing by CRC Press provides a clear and mathematically elegant approach to pricing complex exotic options. This text offers a way to value these instruments without the need for complicated integrations or formally solving partial differential equations (PDEs). The author introduces new ideas and techniques to the quantitative finance community by incorporating much of his own unpublished work. The book is structured to build a strong foundation, with the first part covering essential financial, mathematical, and statistical background. By utilizing no-arbitrage concepts, this text serves as a valuable resource for understanding both standard and specialized topics in financial mathematics.

Key Features

This CRC Press book explains how to price exotic options without using complicated integrations or solving partial differential equations.

The author includes original, unpublished work and new techniques for the quantitative finance community.

The text provides a necessary foundation by covering financial, mathematical, and statistical background topics.

The content utilizes no-arbitrage concepts to address both standard and specialized financial subjects.

An Introduction to Exotic Option Pricing offers a nontechnical yet mathematically elegant way to understand complex options.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
03 February 2012
Listed Since
23 May 2008

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No barcode data available

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