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Chinese yuan Renminbi: derivative products
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ISBN: 9812566082 981238927X 9786611877200 1281877204 9812565833 9789812565839 9789812389275 Year: 2004 Publisher: Singapore World Scientific

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Abstract

With the CNY revaluation perspectives, hundreds of billions of USdollars have been invested in various types of CNY-related derivativeproducts. As a derivatives specialist with more than ten years'experience in the international financial market and with a workingexperience in China in the past few years, the author offers a volumeon trading and other practical issues of CNY- related derivativeproducts in the offshore marketplace.

Exotic options
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ISBN: 981022222X 9810234821 9814532924 9786611869717 1322064334 1281869716 9812384960 9810222238 9789812384966 9781281869715 9789814532921 9789810222222 9789810222239 Year: 1997 Publisher: Singapore New Jersey World Scientific

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Abstract

This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within t

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