Title: Exotic options :
Authors: Zhang, Peter G.
Date: 1997
Publisher: World Scientific,
Physical description: xvii, 675 p. : ill. ; 26 cm.
Language: English
LC classification: H
Contents: Introduction to Exotic Options and Option Pricing Methodology -- Standard Options -- Path-Dependent Options -- Correlation/Multiassets Options -- Other Options -- Hedging Exotic Options and Further Development of Exotic Options -- Payoff Functions for Various Options -- Table of Cumulative Function Values of the Standard Normal Distribution.
Subject headings (LCSH): Derivative securities--Mathematical models.; Derivative securities.; Exotic options (Finance); Exotic options (Finance)--Mathematical models.; Options (Finance)