| 書(shū)目名稱 | FX Barrier Options | | 副標(biāo)題 | A Comprehensive Guid | | 編輯 | Zareer Dadachanji | | 視頻video | http://file.papertrans.cn/341/340154/340154.mp4 | | 叢書(shū)名稱 | Applied Quantitative Finance | | 圖書(shū)封面 |  | | 描述 | 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 structured products commonly include barrier features, and in order to analyse the effects that these features have on the overall structured product, it is essential first to understand how individual barrier options work and behave. FX Barrier Options takes a quantitative approach to barrier options in FX environments. Its primary perspectives are those of quantitative analysts, both in the front office and in control functions. It presents and explains concepts in a highly intuitive manner throughout, to allow quantitatively minded traders, structurers, marketers, salespeople and software engineers to acquire a more rigorous analytical understanding of these products. The book derives, demonstrates and anal | | 出版日期 | Book 2015 | | 關(guān)鍵詞 | FX; quantitative analysis; financial engineering; quantitative finance; mathematical finance; financial m | | 版次 | 1 | | doi | https://doi.org/10.1057/9781137462756 | | isbn_ebook | 978-1-137-46275-6Series ISSN 2947-700X Series E-ISSN 2947-7018 | | issn_series | 2947-700X | | copyright | The Editor(s) (if applicable) and The Author(s) 2015 |
The information of publication is updating
|
|
|Archiver|手機(jī)版|小黑屋|
派博傳思國(guó)際
( 京公網(wǎng)安備110108008328)
GMT+8, 2025-10-6 03:38
發(fā)表于 2025-3-21 17:11:58
