This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Coun

The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-

This is a practical and up-to-date guide to the valuation and hedging of standard exotic options. It explores each type of option in detail and should be useful