FX Barrier Options: A Comprehensive Guide for Industry Quants

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This book is a quantitative quide to barrier options in FX environments.

Author(s): Zareer Dadachanji
Series: Applied Quantitative Finance
Publisher: Palgrave Macmillan
Year: 2016

Language: English
Pages: xxx+244
Tags: Banking; Risk Management; Econometrics; Business Mathematics

Front Matter....Pages i-xxix
Meet the Products....Pages 1-32
Living in a Black-Scholes World....Pages 33-81
Black-Scholes Risk Management....Pages 82-120
Smile Pricing....Pages 121-174
Smile Risk Management....Pages 175-185
Numerical Methods....Pages 186-204
Further Topics....Pages 205-214
Back Matter....Pages 215-244