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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Path-Dependent Options and Exotic Derivatives Pricing with Python

Path-Dependent Options and Exotic Derivatives Pricing with Python

Paperback

Business General

ISBN13: 9798314074350
Publisher: Independently Published
Published: Mar 14 2025
Pages: 548
Weight: 1.60
Height: 1.11 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Traditional options pricing models often assume simple payoff structures, but real-world financial markets demand more complex and exotic derivatives that rely on the entire price path of an asset, rather than just its final value. Path-dependent options-such as Asian, Barrier, Lookback, and Cliquet options-require specialized mathematical models and computational techniques for accurate pricing and risk management.

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