|
|
 |
|
Viewing report
|
|
|
|
Exotic Options Trading
John Wiley and Sons Ltd, Feb 2008, Pages: 200
This book is written by a trader who prices and risk manages exotic options as part of his everyday job and knows where the risks of these options lie. Theory alone is not enough to understand the full complexity and practical implications of exotic options and an understanding the theory and mathematical derivation is a prerequisite for dealing with them on a day-to-day basis. This book explains these practical implications and how it affects the price. The necessary mathematical derivations and tools are also explained to give the reader a full understanding of every aspect of each exotic option. This powerful balance will take away a lot of the mystique surrounding exotic options and provide the reader with a useable tool for dealing with exotic options in practice. A non-mathematical, risk-focused approach, this book will assume prior knowledge which can be found in 'An Introduction to Options Trading', by the same author.
About the Author
FRANS DE WEERT is mathematician by training. After obtaining his masters in Mathematics, specializing in probability theory and financial mathematics at the University of Utrecht, he went on to do a research degree, M.Phil, in probability theory at the University of Manchester.
After his academic career he started working as a trader for Barclays Capital in London. In this role he gained experience in trading many different derivative products on European and American equities. After two and half years in London, he moved to New York to start trading derivatives on both Latin American as well as US underlyings.
Frans currently works as a strategy consultant at Booz Allen Hamilton and lives in Amsterdam, The Netherlands.
|
|
|
|
