Overview

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 continuous 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.

Full Product Details

Author:   Farid Aitsahlia (Univ Of Florida, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   0
ISBN:  

9789812834676

ISBN 10:   9812834672
Pages:   250
Publication Date:   30 June 2018
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock  
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Table of Contents

Introduction and Perspective; Standard American Options; Barrier Options; Lookback Options; Quantile Options; Passport Options; Asian Options.

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