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 |