Mathematical Aspects Of Barrier Options
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A01=Mehmet Fuat Beyazit
Author_Mehmet Fuat Beyazit
Barrier Hedging
Barrier Options
Category=KFFM
Category=PBW
Double Barrier Options
Double Step Barriers
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eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Exotic Barrier Options
Option Pricing
Partial Barrier Options
Put-call Symmetry
Rainbow Barrier Options
Reflection Principle
Step Barriers
Product details
- ISBN 9789819812622
- Publication Date: 11 Aug 2025
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
