A bewildering number of financial products have been designed to hedge against specific risks. In parallel, a variety of numerical methods have been tailored to price these instruments. This book fills a current gap in the literature by providing a central source that relates the different financial contracts as well as the corresponding numerical approaches. Covering barrier, average and lookback options, both pricing and hedging methodologies are reviewed. In addition, these options are considered for both European- and American-style exercise, and discrete and continuous monitoring. Barrier options of Parisian type are addressed too. A self-contained publication, the book will appeal mainly to academic and professional circles in quantitative finance.
Readership: Quantitative researchers in financial economics from both academia and industry; graduate and postgraduate students in financial economics.
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