The Mathematical Aspects of Barrier Options
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Book Overview This book explains the types of barrier options that are widely traded in Over-the-Counter (OTC) markets and secondary markets. The main ...
This book explains the types of barrier options that are widely traded in Over-the-Counter (OTC) markets and secondary markets. The main objective of the book is to analyze the basic pricing formulae of the different types of barrier options and to produce comprehensive, detailed and explanatory derivations of the pricing formulae.
The book is also aimed at practitioners working in the financial world. The detailed derivation of the formulae will enable the finance practitioners to understand sophisticated financial products better. Also, the book gives the methods on how to hedge the barrier options which are the risky instruments for the writers/ practitioners, particularly when the underlying variable is at the neighborhood of the barrier.
It is also expected that the approach, and especially the clearly applied methods in deriving partial barriers, will help broaden the perspectives of students and academics interest in this subject.
Book Details Format: Hardcover | Pages: 472 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9819812623
FormatHardcover
Pages472
LanguageEnglish
ISBN9819812623
EAN9789819812622
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date2025-08-02
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.76 Pounds
Length9.0 Inches
Width6.0 Inches
Height1.06 Inches
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