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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!

Parametre knihy

• Celý názov: Path-Dependent Options and Exotic Derivatives Pricing with Python
• Autor: Reactive Publishing, Hayden Van Der Post, Danny Munrow
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 548
• EAN: 9798314074350
• ID: 50752097
• Nakladateľ: Independently published
• Hmotnosť: 726 g
• Rozmery: 229 × 152 × 28 mm
• Dátum vydania: 14. March 2025

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