Exotic option

Results: 19



#Item
1Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op

Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op

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Source URL: www.csc.ust.hk

Language: English - Date: 2002-01-21 19:48:38
2Astrophysics Option Helen Johnston School of Physics, University of Sydney I want to give you a feeling for how modern astrophysics hangs together. We’ll do this by looking at the central unifying diagram in the study

Astrophysics Option Helen Johnston School of Physics, University of Sydney I want to give you a feeling for how modern astrophysics hangs together. We’ll do this by looking at the central unifying diagram in the study

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Source URL: science.uniserve.edu.au

Language: English - Date: 2012-04-30 00:30:31
3Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa

Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa

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Source URL: www.quantonline.co.za

Language: English - Date: 2011-08-09 12:24:09
4review  URS Strip Pro When replacing hardware with software it’s nice to be offered the option to install software emulations of hardware you could never have owned. URS offers a desk-full of exotic stuff; NEIL WILKES

review URS Strip Pro When replacing hardware with software it’s nice to be offered the option to install software emulations of hardware you could never have owned. URS offers a desk-full of exotic stuff; NEIL WILKES

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Source URL: resolution.nodecube.net

Language: English - Date: 2010-10-16 00:24:12
5Under consideration for publication in J. Functional Programming  1 Commercial Uses: Going functional on exotic trades

Under consideration for publication in J. Functional Programming 1 Commercial Uses: Going functional on exotic trades

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Source URL: arbitrary.name

Language: English - Date: 2008-12-09 18:09:18
6Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science

Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science

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Source URL: etheses.lse.ac.uk

Language: English - Date: 2014-03-18 08:31:34
7Life-Cycle Event Processing – Simple Exotic Options Market Impact and Best-Practice Recommendation for Processing Barrier Events Introduction This document seeks to address the risk management

Life-Cycle Event Processing – Simple Exotic Options Market Impact and Best-Practice Recommendation for Processing Barrier Events Introduction This document seeks to address the risk management

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Source URL: www.ny.frb.org

Language: English - Date: 2011-04-21 09:48:08
8Discussion Michael Narayan The paper “The Information Content of Canadian Dollar Futures Options” is an interesting academic exercise in attempting to extract information about market participants’ expectations. Ho

Discussion Michael Narayan The paper “The Information Content of Canadian Dollar Futures Options” is an interesting academic exercise in attempting to extract information about market participants’ expectations. Ho

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:03
9

PDF Document

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Source URL: media.wiley.com

Language: English - Date: 2014-04-14 07:16:10
10Practicalities of Pricing Exotic Derivatives John Crosby Grizzly Bear Capital My website is: http://www.john-crosby.co.uk If you spot any typos or errors, please email me.

Practicalities of Pricing Exotic Derivatives John Crosby Grizzly Bear Capital My website is: http://www.john-crosby.co.uk If you spot any typos or errors, please email me.

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2013-10-16 05:03:04