ISBN: 9798314074350 - path-dependent options and exotic derivatives pricing with python (10 risultati)

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Paperback. Condizione: new. Paperback. 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 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 optionsMonte Carlo Simulations for Exotic Derivatives - Modeling Asian, Barrier, and Lookback options in PythonFinite Difference & PDE Approaches - Applying numerical methods for precise derivative pricingRisk Analysis and Hedging Strategies - Managing path-dependent risks with volatility modelingMachine Learning for Exotic Option Pricing - Using AI-driven approaches for faster and more accurate predictionsPython Implementation & Optimization - Hands-on coding with NumPy, SciPy, and TensorFlow for scalable computationDesigned 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! This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …