Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry.

Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--

This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as

The FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously

Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money m