Hedging/Pricing Options and Structured Products in Practice*

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li
Additional contact information
Raymond H. Chan: City University of Hong Kong
Yves ZY. Guo: BNP Paribas CIB
Spike T. Lee: The Chinese University of Hong Kong
Xun Li: The Hong Kong Polytechnic University

Chapter Chapter 20 in Financial Mathematics, Derivatives and Structured Products, 2024, pp 247-254 from Springer

Abstract: Abstract In this chapter, we present some hedging issues for options and structured products in practice. Pricing solution and risk mitigation methods are introduced for commonly encountered product features and risks: barrier risk, correlation risk and large delta issue. We note that one or more risks may exist in a single derivative product.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-99-9534-9_20

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DOI: 10.1007/978-981-99-9534-9_20

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