
Methods for Pricing and Hedging Plain Vanilla Barrier Options
by Emmanuel Deogratias- List Price: $73.00
- ISBN-10: 365936231X
- ISBN-13: 9783659362316
- Edition: N/A
- Type: Paperback
- Publisher: LAP LAMBERT Academic Publishing
About The Book
The Black Scholes Model (1973) is used to price and hedge plain vanilla barrier options on a non dividend paying asset. Under this model, Monte Carlo... Read more
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