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. This book provides a comprehensive, Python-driven approach to implementing ...
Read More
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. This book provides a comprehensive, Python-driven approach to implementing path-dependent options pricing models , using advanced Monte Carlo simulations, finite difference methods, and machine learning techniques to enhance pricing accuracy and efficiency. Key Topics Covered: Understanding Path-Dependent Options - How their payoffs differ from standard European and American options Monte Carlo Simulations for Exotic Derivatives - Modeling Asian, Barrier, and Lookback options in Python Finite Difference & PDE Approaches - Applying numerical methods for precise derivative pricing Risk Analysis and Hedging Strategies - Managing path-dependent risks with volatility modeling Machine Learning for Exotic Option Pricing - Using AI-driven approaches for faster and more accurate predictions Python Implementation & Optimization - Hands-on coding with NumPy, SciPy, and TensorFlow for scalable computation Designed for quantitative traders, risk analysts, and financial engineers , this book bridges theory and practice by providing a detailed, hands-on approach to pricing exotic derivatives. Master the art of pricing complex options-Get your copy today!
Read Less
Add this copy of Path-Dependent Options and Exotic Derivatives Pricing to cart. $34.61, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2025 by Independently Published.
Add this copy of Path-Dependent Options and Exotic Derivatives Pricing to cart. $47.34, new condition, Sold by Just one more Chapter rated 3.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2025 by Independently published.
