Options On Extremes And Averages
Farid AitSahlia(Author)
World Scientific Publishing Co Pte Ltd
Will be published approx. on 30. June 2018
Book
Hardback
250 pages
978-981-283-467-6 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professional and scholarly
Product notice
Laminated cover
Dimensions
Height: 229 mm
Width: 152 mm
Weight
18 gr
ISBN-13
978-981-283-467-6 (9789812834676)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Person
Content
Introduction and Perspective; Standard American Options; Barrier Options; Lookback Options; Quantile Options; Passport Options; Asian Options.