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Static Hedging and Pricing American Exotic Options

Static Hedging and Pricing American Exotic Options. San-Lin Chung, Pai-Ta Shih*, and Wei-Che Tsai Presenter: Pai-Ta Shih National Taiwan University. Outlines. The main contributions Introduction Formulation of the static hedging portfolio

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432 views • 29 slides

How to prepare yourself for a Quants job in the financial market?

How to prepare yourself for a Quants job in the financial market?. Strong knowledge of option pricing theory (quantitative models for pricing and hedging) Strong software design and development skills using C++

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242 views • 11 slides

Lookback Options

Lookback Options. Presented by P. V. Krishnarao Enron Research Group Houston, Texas 9 October, 2000. Lookback Options.  Definition of standard lookbacks  Uses of lookbacks  Comparison of premium to European  Pricing and hedging  Other types of lookbacks.

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315 views • 9 slides

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