The Mathematical Aspects of Barrier Options

Mehmet Fuat Beyazıt
Additional contact information
Mehmet Fuat Beyazıt: Istanbul Bilgi University, Turkey

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book explains the types of barrier options that are widely traded in Over-the-Counter (OTC) markets and secondary markets. The main objective of the book is to analyze the basic pricing formulae of the different types of barrier options and to produce comprehensive, detailed and explanatory derivations of the pricing formulae.

Keywords: Reflection Principle; Option Pricing; Barrier Options; Partial Barrier Options; Rainbow Barrier Options; Double Barrier Options; Barrier Hedging; Step Barriers; Double Step Barriers; Exotic Barrier Options; Put-call Symmetry (search for similar items in EconPapers)
JEL-codes: C02 G12 G13 G17 G32 (search for similar items in EconPapers)
Date: 2025
ISBN: 9789819812622
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/14297 (text/html)
Ebook Access is available upon purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:14297

Ordering information: This item can be ordered from

Access Statistics for this book

More books in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().