An Introduction to Exotic Option Pricing
- ISBN-10
- 1498785611
- ISBN-13
- 9781498785617
- Category
- Business & Economics
- Pages
- 296
- Language
- English
- Published
- 2012-02-03
- Publisher
- CRC Press
- Author
- Peter Buchen
Description
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 The author incorporates much of his own unpublished work, including ideas
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