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Impressum
10 Exotic Options and Interest Rate Derivatives
10.1 Examples of Exotic Options
10.1.1 Compound Options, Option on Option
10.1.2 Chooser Options or ``As you wish'' Options
10.1.3 Barrier Options
10.1.4 Asian Options
10.1.5 Lookback Options
10.2 Models for the Interest Rate and Interest Rate Derivatives
10.3 Recommended Literature