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Pricing and Managing Exotic and Hybrid Options

ISBN: 9780070066694
Publisher: McGraw-Hill Companies
Publication Date: 1998-04-01
Number of pages: 336
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  • Regular price $112.66

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Description


Pricing and Managing Exotic and Hybrid Options provides detailed, fully supported explanations of how these instruments are priced, and state-of-the-art ways to manage them in a multidimensional portfolio. Citibank trader and risk manager Vineer Bhansali provides detailed examples of risk management instruments from the synthesis of major market classes.

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