Pricing Hedging and Trading
Exotic Options
Understand the Intricacies of
Exotic Options and How to Use Them to Maximum Advantage
Discover the Mechanics Behind
and the Uses of Today's Most Versatile and Profitable Tools
For both risk hedging or
capital appreciation, exotic options have become the ideal investment for many different
classes of investors, including:
Traders fighting for maximum
return potential with lowered risk Corporate executives looking to hedge risk in their
foreign currency exposure Derivatives dealers seeking dynamic new products to offer their
clients Investors who wish to take positions on the equity markets
But what are the different
types of exotic options, which types work best for different situations, and exactly how
is each one traded?
Pricing, Hedging, and Trading
Exotic Options cuts straight to the point, clearly explaining the theory and application
of virtually every type of exotic option. In this long-awaited, remarkably comprehensive
reference, leading exotic options authority Israel Nelken provides detailed explanations
and step-by-step trading scenarios for over 20 types of exotic options, including:
• Barrier Options
• Binary Options
• Ladder Options
• One Touch Options
• Shout Options
• Forward Start Options
• Contingent Premium
Options, Caps, and Floors
• Ratchet Options
• Double Barrier Options
• Lookback Options
• Interest Rate Options
• Outperformance Options
• Correlation and Rainbow
Options
• Quanto Options
• Basket Options
• Spread Options
• Chooser Options
• Compound Options
• Asian Options
• Bennudan Options
Discover which types of
exotic options are designed for your specific market requirements and how to put them to
work for you today with Israel Nelken's Pricing, Hedging, and Trading Exotic Options.
310 pages