Options, Futures and Exotic Derivatives

The active use of derivative and exotic options is revolutionizing the world of investment and risk management. In this book, Eric Briys provides a detailed and in-depth approach to this subject, including everything from the mathematical tools required to the very latest in exotic options.

ERIC BRIYS is a managing director at Deutsche Bank where he heads the Insurance Strategies Group. He has worked previously for Merrill Lynch and Lehman Brothers. Prior to joining the investment banking world he was a Professor of Finance at the HEC School of Management. He has published seven books on finance and economics and more than thirty scientific articles.

Securities Markets, Financial Innovation and the Trading Activity.

The Dynamics of Assets and Derivative Assets Prices.

Applications to Asset and Derivative Asset Pricing in Complete Markets.

Analytical European Models in Derivative Asset Pricing Theories and Their Applications.

Application of European Analytical Models to the Valuation of American Options With and Without Dividends and Their Applications.

Generalisation of Analytical Option Pricing Models to Stochastic Interest Rates and Their Applications.

Applications and Generalisation of Analytical Models to Stochastic Volatilities and Interest Rates.

The Lattice Approach and the Binomial Model.

Numerical Methods and the Pricing of American Options.

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

FREE SHIPPING

Rent More, Save More! Use code: BBRENTAL

5% off 1 book, 7% off 2 books, 10% off 3+ books

Options, Futures and Exotic Derivatives Theory, Application and Practice

Summary

Author Biography

Table of Contents

Supplemental Materials