Advertisement

Exotic Options

Chapter
  • 798 Downloads
Part of the Springer Finance book series (FINANCE)

Abstract

The valuation and hedging of the ever increasing number of exotic options, is a topic that interests many practitioners seeking to answer their customers’ need to hedge risk (in particular in the foreign exchange markets). This last chapter is devoted to the mathematical problems related to these products.

Keywords

Brownian Motion Foreign Exchange Market Strike Price Domestic Currency Barrier Option 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Personalised recommendations