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FX Barrier Options

- A Comprehensive Guide for Industry Quants

Bag om FX Barrier Options

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137462749
  • Indbinding:
  • Hardback
  • Sideantal:
  • 244
  • Udgivet:
  • 29. september 2015
  • Udgave:
  • 12015
  • Størrelse:
  • 167x240x25 mm.
  • Vægt:
  • 590 g.
  • Ukendt - mangler pt..

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Beskrivelse af FX Barrier Options

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.

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