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Pricing and Managing Exotic and Hybrid Options

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Description

Introduces numerous methodologies for pricing, trading, and managing brand new derivative products that derive a significant proportion in their value from correlation and volatility. Emphasizing general principles and frameworks for managing numerous different exotic contracts, the creator embraces practical and tested techniques that no longer best provide a launch pad for the improvement of a long run generation of tools, but in addition unify the approaches within the derivative markets of the past and present. Annotation c. by Book News, Inc., Portland, Or.

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