Synopsis
Reactive Publishing
Traditional options pricing models often assume simple payoff structures, but real-world financial markets demand more complex and exotic derivatives that rely on the entire price path of an asset, rather than just its final value. Path-dependent options—such as Asian, Barrier, Lookback, and Cliquet options—require specialized mathematical models and computational techniques for accurate pricing and risk management.
This book provides a comprehensive, Python-driven approach to implementing path-dependent options pricing models, using advanced Monte Carlo simulations, finite difference methods, and machine learning techniques to enhance pricing accuracy and efficiency.
Key Topics Covered:
Understanding Path-Dependent Options – How their payoffs differ from standard European and American options
Monte Carlo Simulations for Exotic Derivatives – Modeling Asian, Barrier, and Lookback options in Python
Finite Difference & PDE Approaches – Applying numerical methods for precise derivative pricing
Risk Analysis and Hedging Strategies – Managing path-dependent risks with volatility modeling
Machine Learning for Exotic Option Pricing – Using AI-driven approaches for faster and more accurate predictions
Python Implementation & Optimization – Hands-on coding with NumPy, SciPy, and TensorFlow for scalable computation
Designed for quantitative traders, risk analysts, and financial engineers, this book bridges theory and practice by providing a detailed, hands-on approach to pricing exotic derivatives.
Master the art of pricing complex options—Get your copy today!
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Path-Dependent Options and Exotic Derivatives Pricing with Python
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Path-Dependent Options and Exotic Derivatives Pricing with Python (Paperback)
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Paperback. Etat : new. Paperback. Reactive PublishingTraditional options pricing models often assume simple payoff structures, but real-world financial markets demand more complex and exotic derivatives that rely on the entire price path of an asset, rather than just its final value. Path-dependent options-such as Asian, Barrier, Lookback, and Cliquet options-require specialized mathematical models and computational techniques for accurate pricing and risk management.This book provides a comprehensive, Python-driven approach to implementing path-dependent options pricing models, using advanced Monte Carlo simulations, finite difference methods, and machine learning techniques to enhance pricing accuracy and efficiency.Key Topics Covered: Understanding Path-Dependent Options - How their payoffs differ from standard European and American optionsMonte Carlo Simulations for Exotic Derivatives - Modeling Asian, Barrier, and Lookback options in PythonFinite Difference & PDE Approaches - Applying numerical methods for precise derivative pricingRisk Analysis and Hedging Strategies - Managing path-dependent risks with volatility modelingMachine Learning for Exotic Option Pricing - Using AI-driven approaches for faster and more accurate predictionsPython Implementation & Optimization - Hands-on coding with NumPy, SciPy, and TensorFlow for scalable computationDesigned for quantitative traders, risk analysts, and financial engineers, this book bridges theory and practice by providing a detailed, hands-on approach to pricing exotic derivatives.Master the art of pricing complex options-Get your copy today! This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9798314074350
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Path-Dependent Options and Exotic Derivatives Pricing with Python
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Path-Dependent Options and Exotic Derivatives Pricing with Python (Paperback)
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Paperback. Etat : new. Paperback. Reactive PublishingTraditional options pricing models often assume simple payoff structures, but real-world financial markets demand more complex and exotic derivatives that rely on the entire price path of an asset, rather than just its final value. Path-dependent options-such as Asian, Barrier, Lookback, and Cliquet options-require specialized mathematical models and computational techniques for accurate pricing and risk management.This book provides a comprehensive, Python-driven approach to implementing path-dependent options pricing models, using advanced Monte Carlo simulations, finite difference methods, and machine learning techniques to enhance pricing accuracy and efficiency.Key Topics Covered: Understanding Path-Dependent Options - How their payoffs differ from standard European and American optionsMonte Carlo Simulations for Exotic Derivatives - Modeling Asian, Barrier, and Lookback options in PythonFinite Difference & PDE Approaches - Applying numerical methods for precise derivative pricingRisk Analysis and Hedging Strategies - Managing path-dependent risks with volatility modelingMachine Learning for Exotic Option Pricing - Using AI-driven approaches for faster and more accurate predictionsPython Implementation & Optimization - Hands-on coding with NumPy, SciPy, and TensorFlow for scalable computationDesigned for quantitative traders, risk analysts, and financial engineers, this book bridges theory and practice by providing a detailed, hands-on approach to pricing exotic derivatives.Master the art of pricing complex options-Get your copy today! This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798314074350
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Path-Dependent Options and Exotic Derivatives Pricing with Python
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