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“This book brings a practitioner's prospective into an area that has seen little treat- ment to date. The challenge of writing a logical, rigorous, accessible and readable account of a vast and diverse field that is structuring of exotic options and hybrids is enthusiastically taken up by the authors, and they succeed brilliantly in
Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading [Mohamed Bouzoubaa, Adel Osseiran] on Amazon.com. FREE shipping on qualifying offers. The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and
An Introduction to Exotic Options. Jeff Casey. Jeff Casey is entering his final semester of undergrad- uate studies at Ball State University. He is majoring in. Financial Mathematics and has been a math tutor for the Ball State Learning Center for the past four years. Jeff plans to pursue a career in financial engineering.
132. 22 Best of and Worst of Options. 135. 22.1 Correlation Risk for the Best of Option. 135. 22.2 Correlation Risk for the Worst of Option. 137. 22.3 Hybrids ticular exotic option. Once the risks have been mapped and the hedging strategy has been determined, the actual pricing is often nothing more than a Monte Carlo
The market for exotic options. Development of exotic products prices over a certain period is used as the strike ? Asian Options. i The strike price is determined by the realized maximum value of the asset price over a certain period. ? Lookback Options. . somewhat a hybrid of European and American options. Hence, the
Abstract. This paper attempts to implement Monte Carlo simulations in order to price and hedge exotic options. Many exotic options have no analytic solutions, either because they are too complex or because compound options, chooser options, contingent premium options, hybrid options, etc. We shall shortly describe
Mohamed Bouzoubaa is the author of Exotic Options and Hybrids (4.47 avg rating, 15 ratings, 0 reviews, published 2010), Equity Derivatives Explained (4.0
The recent financial crisis brought to light many of themisunderstandings and misuses of exotic derivatives. With marketparticipants on both the buy and sell-side having been found guiltyof not understanding the products they were dealing with, neverbefore has there been a greater need for clarification andexplanation.
10 Oct 2015 The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification
Derivative securities, when used correctly, can help investors increase their expected returns and minimize their exposure to risk. Options offer leverage and insurance for risk-averse investors. For the more risky investors, they can be ways of speculation. When an option is issued, we face the problem of determining the

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March 2018