Methods for Pricing and Hedging Plain Vanilla Barrier Options

By Emmanuel Deogratias

The Black Scholes Model (1973) is used to price and hedge plain vanilla barrier options on a non dividend paying asset. Under this model, Monte Carlo Simulation, Stratified sampling, Simpsons rule,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 365936231X
• ISBN13: 9783659362316
• Release Date: May 2013
• Publisher: LAP Lambert Academic Publishing
• Length: 124 Pages
• Weight: 0.42 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"