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Options On Extremes And Averages

Name: Options On Extremes And Averages
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789812834676
Price: 113.96 EUR
Availability: PreOrder

Автор: Farid AitSahlia

Език:

Корици: С твърди корици

Издател: World Scientific Publishing Co Pte Ltd

Наличност: Очакван нов продукт

Издание 31. 05. 2027

113.96 € 222.88 лв

A bewildering number of financial products have been designed to hedge against specific risks. In pa...

Информация за книгата

Автор

Farid AitSahlia

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2018

страници

250

EAN

9789812834676

ISBN

9812834672

Enbook ID

05069309

Издател

World Scientific Publishing Co Pte Ltd

Теглоt

Пълно описание

A bewildering number of financial products have been designed to hedge against specific risks. In parallel, a variety of numerical methods have been tailored to price these instruments. This book fills a current gap in the literature by providing a central source that relates the different financial contracts as well as the corresponding numerical approaches. Covering barrier, average and lookback options, both pricing and hedging methodologies are reviewed. In addition, these options are considered for both European- and American-style exercise, and discrete and continous monitoring. Barrier options of Parisian type are addressed too. A self-contained publication, the book will appeal mainly to academic and professional circles in quantitative finance.