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FINANCIAL ENGINEERING: DERIVATIVES AND RISK MANAGEMENT (J. Wiley, 2001)

FINANCIAL ENGINEERING: DERIVATIVES AND RISK MANAGEMENT (J. Wiley, 2001) K. Cuthbertson and D. Nitzsche Lecture Advanced Derivatives. TOPICS. Equity Collar Equity Swaps Exotics a) Asian options (Monte Carlo) b) Barrier Options (BOPM) Other Exotics. EQUITY COLLAR. EQUITY COLLAR.

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FINANCIAL ENGINEERING: DERIVATIVES AND RISK MANAGEMENT (J. Wiley, 2001)