Articles liés à The Mathematical Aspects Of Barrier Options

The Mathematical Aspects Of Barrier Options - Couverture rigide

Beyazit, Mehmet Fuat

 
9789819812622: The Mathematical Aspects Of Barrier Options
Couverture rigide
ISBN 10 : 9819812623 ISBN 13 : 9789819812622
Editeur : WSPC, 2025

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
WSPC
Date d'édition
2025
Langue
anglais
ISBN 10 
9819812623
ISBN 13 
9789819812622
Reliure
Relié
Nombre de pages
472
Coordonnées du fabricant
World Scientific Publishing
https://www.worldscientific.com/

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