The Mathematical Aspects Of Barrier Options

Mehmet Fuat Beyazit (Autor)

Buch | Hardcover

472 Seiten

2025
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-98-1262-2 (ISBN)

Artikel merken

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.

Erscheinungsdatum	17.07.2025
Verlagsort	Singapore
Sprache	englisch
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	981-98-1262-3 / 9819812623
ISBN-13	978-981-98-1262-2 / 9789819812622
Zustand	Neuware