Exotic Options: The Cutting-edge Collection - Technical Papers published in Risk 1999-2003

This title is a collection of cutting-edge chapters that outline developments in options since 1998 to 2003. The book encompasses modelling, pricing and hedging techniques for various exotic (eg, Barrier) options as well as generic "American style" options. The title comprises the following useful sections: volatility, which describes quantitative and qualitative elements; volatility and swaps; exotic options, which describes products and methods; and finally a useful section on exotic underlyers. This volume should be of interest to practitioners working at investment banks, financial consultancy companies, asset managers and hedge funds, as well as academics and post-graduate students in finance, mathematical finance, applied economics, and applied mathematics and finally to MBA students.