ABSTRACT
In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author incorporates much of his own unpublished work, including ideas
TABLE OF CONTENTS
part |2 pages
Part I Technical Background
part |2 pages
Part II Applications to Exotic Option Pricing