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Exotic Options Trading (eBook, PDF)

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Exotic Options Trading Frans de Weert PDF - Free download as PDF File .pdf), Text File .txt) or read online for free. Exotic Options Trading Frans de Weert John Wiley & Sons, Ltd. Contents Preface Acknowledgements 1 Introduction 2 Conventional Options, Forwards and Greeks Call and Put Options and Forwards Pricing Calls and Puts Implied Volatility Determining the Strike of the Forward Pricing of Stock Options Including Dividends.

Jan 19,  · Exotic Options Trading by Frans De Weert, , available at Book Depository with free delivery worldwide/5(11).

This book is not yet featured on Listopia. Jan 20, A rated it really liked it. Dick Wu rated it really liked it Dec 20, Quantzilla rated it it was amazing Oct 27, Matt rated it it was ok Dec 18, Timothy Ng rated it it was amazing Nov 11, Kubzariel rated it it was amazing Jul 19, William Hau rated it it was amazing Dec 08, Venkat Rama Subramanian Krishnamurthi rated it it was amazing Jul 18, Pablo Quesnel Quesnel rated it really liked it Feb 16, Fernando rated it it was amazing Nov 20, Vishwesh rated it it was amazing Jul 13, Kimon Mikroulis added it Aug 22, Ishu marked it as to-read Dec 13, Dneronique marked it as to-read Dec 25, T Weiss added it Jan 27, Ramesh Abhiraman added it Jun 09, Robert Shelly added it Dec 26, Baha Demir marked it as to-read Jan 07, Vishnushankar marked it as to-read Dec 18, Niharika marked it as to-read Jan 25, Manojit Sarkar is currently reading it Jan 26, Bill marked it as to-read Feb 10, Ami added it Mar 06, Ang Leng added it Mar 23, Subhankar Sadhukhan marked it as to-read Jun 04, Kaustubh Chaharia marked it as to-read Jun 18, Semion marked it as to-read Aug 09, Shahzaib added it Sep 18, Steve Brailsford marked it as to-read Jan 03, Neo Mmusi marked it as to-read Feb 22, Sudheer Choudhary marked it as to-read Mar 25, Ondrej marked it as to-read Jul 14, Carl marked it as to-read Aug 21, Kevin marked it as to-read Apr 28, David Verbrugge marked it as to-read Aug 12, Danny Delgado marked it as to-read Jan 02, Nick VanNewkirk is currently reading it Nov 11, The book limits the use of mathematics to explain exotic options from an economic and risk perspective by means of real life examples leading to a practical interpretation of the mathematical pricing formulae.

The book covers conventional options, digital options, barrier options, cliquets, quanto options, outperformance options and variance swaps, and explains difficult concepts in simple terms, with a practical approach that gives the reader a full understanding of every aspect of each exotic option. The book also discusses structured notes with exotic options embedded in them, such as reverse convertibles, callable and puttable reverse convertibles and autocallables and shows the rationale behind these structures and their associated risks.

For each exotic option, the author makes clear why there is an investor demand; explains where the risks lie and how this affects the actual pricing; shows how best to hedge any vega or gamma exposure embedded in the exotic option and discusses the skew exposure.

By explaining the practical implications for every exotic option and how it affects the price, in addition to the necessary mathematical derivations and tools for pricing exotic options, Exotic Options Trading removes the mystique surrounding exotic options in order to give the reader a full understanding of every aspect of each exotic option, creating a useable tool for dealing with exotic options in practice. De Weert's exceptional text fills this gap superbly.

It is a rigorous treatment of a number of exotic structures and includes numerous examples to clearly illustrate the principles. What makes this book unique is that it manages to strike a fantastic balance between the theory and actual trading practice.

Although it may be something of an overused phrase to describe this book as compulsory reading, I can assure any reader they will not be disappointed. The real edge of this book is that it explains exotic options from a risk and economical perspective and provides a clear link to the actual profit and pricing formulae.

As imagens da capa do produto podem variar daquelas mostradas 2 Opções Convencionais, Encaminhadores e Gregos 2. Punit marked it as to-read Jan 15,

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