FX Barrier Options: A Comprehensive Guide for Industry Quants

by Zareer Dadachanji

Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded heavily as stand-alone contracts in the Foreign Exchange (FX) options market, their trading volume being second only to that of vanilla options. The FX options industry has correspondingly shown great innovation in this class of products and in the models that are used to value...

• Format: Hardcover
• Language: English
• ISBN: 1137462744
• ISBN13: 9781137462749
• Release Date: September 2015
• Publisher: Palgrave MacMillan
• Length: 244 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"