FX Barrier Options: A Comprehensive Guide for Industry Quants by Zareer Dadachanji
English | PDF,EPUB | 2015 | 274 Pages | ISBN : 1349561460 | 12.1 MB
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.
