Over the Rainbow: Developments in Exotic Options and Complex Swaps - Softcover

Reseña del editor

This is a useful compendium of over 50 articles tracking the advances that underpinned the growth of the derivatives industry of the early 1990s. It includes articles on innovations in financial derivatives published in "Risk" magazine between 1992 and 1995, and information on advances in exotic options, computational techniques, VAR and capital management.