Implementing Static Hedges for Reverse Barrier Options: Under the Consideration of Market Frictions

By Johannes Stolte

Barrier options are the most actively traded type of exotic equity derivative today. Especially reverse barrier options, like the up-and-out call considered here, are extremely difficult to hedge... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3844311149
• ISBN13: 9783844311143
• Release Date: March 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 68 Pages
• Weight: 0.25 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"