Read Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3)

Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3)

Farid Aitsahlia

4.9/5 (23225 ratings)

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. Quantitative researchers in financial economics from both academia and industry; graduate and postgraduate students in financial economics.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3). To get started finding Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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ISBN: 9812834672

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. Quantitative researchers in financial economics from both academia and industry; graduate and postgraduate students in financial economics.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3). To get started finding Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3)

Options on Extremes and Averages (Financial Engineering and Risk Management - Volume 3)

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