Exotic Options: A Guide to Second Generation Options
Peter G. Zhang · 1998 · World Scientific
Reference on second-generation exotics including correlation and multi-asset structures cited in FX options literature.
- Derivatives
- Structured products
World Scientific
SG
Published titles in this catalogue:
Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach
Alexander Lipton · 2001 · World Scientific
This text offers a comprehensive exploration of mathematical methods specifically tailored for the foreign exchange market, focusing on the quantitative techniques employed by financial engineers. It covers a range of derivatives and their applications within FX, making it essential for practitioners seeking to enhance their analytical capabilities.
- FX
- Derivatives
- Quantitative finance
Modern Derivatives Pricing and Credit Exposure Analysis
Lipton & Sepp · 2018 · World Scientific
This comprehensive text delves into the intricacies of modern derivatives pricing and the analysis of credit exposure. It is tailored for professionals in risk management and quantitative finance, providing a robust framework for understanding the valuation of derivatives in the context of credit risk.
- Derivatives
- Credit
- Quantitative finance