Zareer Dadachanji 
FX Barrier Options [PDF ebook] 
A Comprehensive Guide for Industry Quants

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Barrier 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 stru...

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Zareer Dadachanji is a quantitative analysis consultant with nearly two decades of corporate experience, mostly in financial quantitative modelling across a range of ...

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Dil İngilizce ● Biçim PDF ● Sayfalar 244 ● ISBN 9781137462756 ● Dosya boyutu 2.3 MB ● Yayımcı Palgrave Macmillan UK ● Kent London ● Ülke GB ● Yayınlanan 2016 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 4563177 ● Kopya koruma Sosyal DRM

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