Code: 50752097

Path-Dependent Options and Exotic Derivatives Pricing with Python

Name: Path-Dependent Options and Exotic Derivatives Pricing with Python
Brand: Independently published
SKU: 50752097
Price: 37.81 EUR
Availability: InStock
Author: Reactive Publishing
ISBN: 9798314074350

by Reactive Publishing, Hayden Van Der Post, Danny Munrow

Reactive PublishingTraditional options pricing models often assume simple payoff structures, but real-world financial markets demand more complex and exotic derivatives that rely on the entire price path of an asset, rather than j ... more

Language: English
Binding: Paperback
Number of pages: 548
Publisher: Independently published, 2025
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Book synopsis

Reactive Publishing

Traditional options pricing models often assume simple payoff structures, but real-world financial markets demand more complex and exotic derivatives that rely on the entire price path of an asset, rather than just its final value. Path-dependent options-such as Asian, Barrier, Lookback, and Cliquet options-require specialized mathematical models and computational techniques for accurate pricing and risk management.

This book provides a comprehensive, Python-driven approach to implementing path-dependent options pricing models, using advanced Monte Carlo simulations, finite difference methods, and machine learning techniques to enhance pricing accuracy and efficiency.

Key Topics Covered:

Understanding Path-Dependent Options - How their payoffs differ from standard European and American options
Monte Carlo Simulations for Exotic Derivatives - Modeling Asian, Barrier, and Lookback options in Python
Finite Difference & PDE Approaches - Applying numerical methods for precise derivative pricing
Risk Analysis and Hedging Strategies - Managing path-dependent risks with volatility modeling
Machine Learning for Exotic Option Pricing - Using AI-driven approaches for faster and more accurate predictions
Python Implementation & Optimization - Hands-on coding with NumPy, SciPy, and TensorFlow for scalable computation

Designed for quantitative traders, risk analysts, and financial engineers, this book bridges theory and practice by providing a detailed, hands-on approach to pricing exotic derivatives.

Master the art of pricing complex options-Get your copy today!

Book details

37.81 €

Full title: Path-Dependent Options and Exotic Derivatives Pricing with Python
Author: Reactive Publishing, Hayden Van Der Post, Danny Munrow
Language: English
Binding: Paperback
Number of pages: 548
EAN: 9798314074350
ID: 50752097
Publisher: Independently published
Weight: 726 g
Dimensions: 229 × 152 × 28 mm
Date of publishing: 14. March 2025