Emerging Financial Derivatives: Understanding exotic options and structured products (Routledge Advances in Risk Management)
Emerging Financial Derivatives: Understanding exotic options and structured products (Routledge Advances in Risk Management) is backordered and will ship as soon as it is back in stock.
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Emerging Financial Derivatives: Understanding exotic options and st...
Book Details
• Format: Paperback
• Language: English
• ISBN-13: 9781138066793
• Writer: Jerome Yen
• Book Edition: 1
• Publisher: Taylor & Francis Ltd
• Provides a comprehensive overview of exotic options and structured products, which have become increasingly popular, particularly in emerging markets like China.
• Covers the recent development of these products globally and discusses their risks, pricing techniques, and risk assessment methods.
• Focuses on the role of volatility in determining returns and risks, with detailed discussion on local and stochastic volatility models (Heston and Dupire Models).
• Explains volatility surface, term structure of volatility, variance swaps, and breakeven volatility.
• Introduces a classification system for structured products and provides detailed coverage of commonly traded exotic options.
• Explores key features of each exotic option, including their pricing models and the timing for issuing such products.
• Includes case studies demonstrating how to apply models and techniques for pricing and hedging risks.
