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The Valuation of Exotic Barrier Options and American Options Using Monte Carlo Simulation
Language: en
Pages: 0

The Valuation of Exotic Barrier Options and American Options Using Monte Carlo Simulation

Authors: Pokpong Chirayukool
Categories:
Type: BOOK - Published: 2011 - Publisher:

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Valuation of Barrier Options Using Sequential Monte Carlo
Language: en
Pages: 30

Valuation of Barrier Options Using Sequential Monte Carlo

Authors: Pavel V. Shevchenko
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Sequential Monte Carlo (SMC) methods have successfully been used in many applications in engineering, statistics and physics. However, these are seldom used in
Exotic Options: A Guide To Second Generation Options (2nd Edition)
Language: en
Pages: 696

Exotic Options: A Guide To Second Generation Options (2nd Edition)

Authors: Peter Guangping Zhang
Categories: Business & Economics
Type: BOOK - Published: 1998-06-17 - Publisher: World Scientific

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This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Coun
A Monte Carlo Method for Pricing American Options
Language: en
Pages: 132

A Monte Carlo Method for Pricing American Options

Authors: Diego Garcia
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Exotic Options Trading
Language: en
Pages: 255

Exotic Options Trading

Authors: Frans de Weert
Categories: Business & Economics
Type: BOOK - Published: 2011-01-19 - Publisher: John Wiley & Sons

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Written by an experienced trader and consultant, Frans de Weert’s Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By g