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Exotic options

Markets

Greexotics – A First Step in the Land of Exotic Derivatives Greeks – Part 3

Download PDF Introduction Building on our earlier analysis of Binary Options and Asian Options in the first two parts of this series, this third installment introduces Basket Options and Barrier Options, offering an in-depth look at their pricing, sensitivities, and practical implementation through Monte Carlo simulations and Python. Basket Options, Read more…

By BSIC, 7 months ago
Markets Old Articles

Greexotics – A First Step in the Land of Exotic Derivatives Greeks – Part 2

Following the first article of the series in which we analyzed the greeks of a Binary option, in this second part of the series we would like to introduce Asian options and their greeks. Asian options are part of a broader macro-class of exotic derivatives named Path Dependent Derivatives; in Read more…

By BSIC, 6 years5 May 2019 ago

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