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• catalog abstract "Pricing and Managing Exotic and Hybrid Options provides detailed, fully supported explanations of how these instruments are priced, and state-of-the-art ways to manage them in a multidimensional portfolio. Citibank trader and risk manager Vineer Bhansali provides detailed examples of risk management instruments from the synthesis of major market classes.".
• catalog contributor b10972876.
• catalog created "c1998.".
• catalog date "1998".
• catalog date "c1998.".
• catalog dateCopyrighted "c1998.".
• catalog description "Pricing and Managing Exotic and Hybrid Options provides detailed, fully supported explanations of how these instruments are priced, and state-of-the-art ways to manage them in a multidimensional portfolio. Citibank trader and risk manager Vineer Bhansali provides detailed examples of risk management instruments from the synthesis of major market classes.".
• catalog description "Transactions -- Equity Index-Linked Interest-Rate Options -- Foreign-Exchange-Linked Caps -- Multifactor Range Accrual Notes -- Self-Adjusting Forwards -- Yield Curve Basket Options -- Outperformance Options -- Portfolio Insurance -- Convertible Issuance Hedges -- "Diffs" and Cross-Currency Swaps -- Intermarket Spread Option -- Long-Dated Foreign Exchange Options -- Multiasset Barrier Swaps -- Multiasset American Puts -- Markets and Products -- Markets -- Product Variations -- Pricing Analytics -- Zero-Correlation Pricing -- The Multifactor Stochastic Process -- Symmetries, Invariances, and Equivalences -- Spread Options -- Constructing the Explicit Dynamic Hedge -- Long-Dated Forex Options -- "Inside" and "Outside" Barrier Options -- "Rainbow" Options -- Convertible Bonds with Stochastic Interest Rates -- Baskets and the Edgeworth Expansion -- Generalized Put-Call Conversions and Static Hedging -- Which Discount Curve? -- Correlation -- Estimation -- Correlation Term Structure -- Trading Correlation with Volatility -- Vector Algebra for Correlation -- Deviations from Multinormality -- Numerical Methods -- Numerical Integration -- Multivariable Monte-Carlo Simulation -- Multivariate Trees and Lattices -- Finite Difference Methods -- Advanced Numerical Techniques -- Strategic Risk Management -- Trade Selection -- Cross Risks -- Hedging Costs -- The Index Approach and Optimal Risk Aggregation -- Market Price of Risk for Hybrids -- Static Hedging -- Implied Joint Probabilities -- Trading Algorithms and Risk Measures.".
• catalog extent "xix, 364 p. :".
• catalog hasFormat "Pricing and managing exotic and hybrid options.".
• catalog identifier "0070066698".
• catalog isFormatOf "Pricing and managing exotic and hybrid options.".
• catalog issued "1998".
• catalog issued "c1998.".
• catalog language "eng".
• catalog publisher "New York : McGraw-Hill,".
• catalog relation "Pricing and managing exotic and hybrid options.".
• catalog subject "332.63/228 21".
• catalog subject "Derivative securities.".
• catalog subject "Exotic options (Finance)".
• catalog subject "HG6024.A3 B52 1998".
• catalog tableOfContents "Transactions -- Equity Index-Linked Interest-Rate Options -- Foreign-Exchange-Linked Caps -- Multifactor Range Accrual Notes -- Self-Adjusting Forwards -- Yield Curve Basket Options -- Outperformance Options -- Portfolio Insurance -- Convertible Issuance Hedges -- "Diffs" and Cross-Currency Swaps -- Intermarket Spread Option -- Long-Dated Foreign Exchange Options -- Multiasset Barrier Swaps -- Multiasset American Puts -- Markets and Products -- Markets -- Product Variations -- Pricing Analytics -- Zero-Correlation Pricing -- The Multifactor Stochastic Process -- Symmetries, Invariances, and Equivalences -- Spread Options -- Constructing the Explicit Dynamic Hedge -- Long-Dated Forex Options -- "Inside" and "Outside" Barrier Options -- "Rainbow" Options -- Convertible Bonds with Stochastic Interest Rates -- Baskets and the Edgeworth Expansion -- Generalized Put-Call Conversions and Static Hedging -- Which Discount Curve? -- Correlation -- Estimation -- Correlation Term Structure -- Trading Correlation with Volatility -- Vector Algebra for Correlation -- Deviations from Multinormality -- Numerical Methods -- Numerical Integration -- Multivariable Monte-Carlo Simulation -- Multivariate Trees and Lattices -- Finite Difference Methods -- Advanced Numerical Techniques -- Strategic Risk Management -- Trade Selection -- Cross Risks -- Hedging Costs -- The Index Approach and Optimal Risk Aggregation -- Market Price of Risk for Hybrids -- Static Hedging -- Implied Joint Probabilities -- Trading Algorithms and Risk Measures.".
• catalog title "Pricing and managing exotic and hybrid options / Vineer Bhansali.".
• catalog type "text".