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 volume being secon…
This book is a quantitative quide to barrier options in FX environments. "Cover " -- "Half-Title " -- "Tltle" -- "Copyright" -- "Dedication" -- "Contents" -- "List of Figures" -- "List of Tables" -- "Preface" -- "Acknowledgements" -- "Foreword" -- "Glossary of Mathematical Nota…
This book is a quantitative quide to barrier options in FX environments. 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 in large volumes as stand-alo…
This book is a quantitative quide to barrier options in FX environments.