(Mobile ebook) FX Barrier Options: A Comprehensive Guide for Industry Quants (Applied Quantitative Finance)






#2237448 in eBooks 2016-04-29 2016-04-29File Name: B0149787FY

'FX Barrier Options are the subject of more in-depth study by practitioners than almost any other class of exotic options and yet they have been given relatively short shrift in the literature until now. Zareer Dadachanji's book brilliantly fills this gap. Readers are led gently but thoroughly froBarrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded heavily as stand-alone contracts in the Foreign Exchange (FX) options market, their trading volume being second only to that of vanilla options. The FX options industry has correspondingly shown great innovation in this class of products and in the models that are used to value and risk-manage them. FX structured product...


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You easily download any file type for your device.FX Barrier Options: A Comprehensive Guide for Industry Quants (Applied Quantitative Finance)   |  Zareer Dadachanji. A good, fresh read, highly recommended.

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