Peter Buchen

eBook, PDF

An Introduction to Exotic Option Pricing (eBook, PDF)

Beschreibung

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author incorporates much of his own unpublished work, including ideas

Technische Details

• Geräte: PC
• mit Kopierschutz

Barrierefreiheit

• Text-to-Speech
• E-Mail des Verlags für Barrierefreiheitsfragen: [e-mail]
• Kurze Alternativtexte für nicht-textuelle Inhalte vorhanden

Autor

Peter Buchen is an Associate Professor of Finance at the University of Sydney Business School. Dr. Buchen is co-founder of the Sydney Financial Mathematics Workshop, has authored many publications in financial mathematics, and has taught courses in quantitative finance and derivative securities. His research focuses on mathematical methods for valuing exotic options.

Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 296
• Erscheinungstermin: 3. Februar 2012
• Englisch
• ISBN-13: 9781420091021
• Artikelnr.: 57102127