[Read free ebook] FX Barrier Options: A Comprehensive Guide for Industry Quants (Applied Quantitative Finance)






 | #2197816 in eBooks |  2016-04-29 |  2016-04-29 | File Name: B0149787FY

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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 th...


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