MATHEMATICAL ASPECTS OF BARRIER OPTIONS, THE

Name: MATHEMATICAL ASPECTS OF BARRIER OPTIONS, THE
Brand: World Scientific
Availability: OutOfStock
Rating: 5 (1 reviews)

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Description

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.

Product details

Number of Pages:: 474
Release Date:: 2025-08-29
Publication Date:: 2025-08-04
Publisher:: World Scientific
Languages:: Original: English
ISBN10:: 9819812623
ISBN13:: 9789819812622
Weight:: 831 g
Height:: 157 cm
Width:: 235 cm
Thickness:: 30 cm

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