Methods for Pricing and Hedging Plain Vanilla Barrier Options

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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