Exotic Options

A Unified Mathematical Framework for Pricing, Hedging, and Risk Management

von Asifur Rahaman

104 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

Exotic options are among the most sophisticated instruments in modern finance. This monograph provides a comprehensive mathematical framework for the pricing, hedging, and risk management of these complex derivatives. Covering a broad range of path-dependent and non-standard options, the book brings together the theoretical foundations, mathematical models, and practical techniques used in modern quantitative finance. It examines key pricing methods-including stochastic processes, risk-neutral valuation, partial differential equations (PDEs), Monte Carlo simulation, lattice methods, and numerical techniques-alongside hedging strategies, model assumptions, and practical challenges encountered in financial markets. Designed as a comprehensive review, this book serves as a valuable reference for graduate students, researchers, quantitative analysts, financial engineers, and finance professionals seeking a deeper understanding of exotic options and advanced derivative pricing. By combining mathematical rigor with practical financial applications, it offers a clear and structured overview of one of the most advanced areas of quantitative finance.

• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Finanz- und Rechnungswesen Finanzenwesen und Finanzindustrie
• ISBN: 9789999350402
• Sprache: Englisch
• Erscheinungsdatum: 21.09.2026
• Größe: 229 x 152 mm
• Verlag: Eliva Press