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{ "item_title" : "Path-Dependent Options and Exotic Derivatives Pricing with Python", "item_author" : [" Reactive Publishing", "Danny Munrow", "Hayden Van Der Post "], "item_description" : "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 ", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/9/79/831/407/9798314074350_b.jpg", "price_data" : { "retail_price" : "42.99", "online_price" : "42.99", "our_price" : "42.99", "club_price" : "42.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Path-Dependent Options and Exotic Derivatives Pricing with Python|Reactive Publishing

Path-Dependent Options and Exotic Derivatives Pricing with Python

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Overview

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

This item is Non-Returnable

Details

  • ISBN-13: 9798314074350
  • ISBN-10: 9798314074350
  • Publisher: Independently Published
  • Publish Date: March 2025
  • Dimensions: 9 x 6 x 1.11 inches
  • Shipping Weight: 1.6 pounds
  • Page Count: 548

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