Chapter

Barrier Options

Tomas Björk

in Arbitrage Theory in Continuous Time

Second edition

Published in print March 2004 | ISBN: 9780199271269
Published online October 2005 | e-ISBN: 9780191602849 | DOI: http://dx.doi.org/10.1093/0199271267.003.0018

Series: Oxford Finance Series

Barrier Options

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This chapter presents a systematic overview of the pricing theory for financial derivatives, which are, in some sense, connected to the extremal values of the underlying price process. It focuses on barrier options, ladders, and lookbacks, and is limited to the case of one underlying asset. Practice exercises are included.

Keywords: pricing theory; derivatives; barrier options; contracts; ladders; lookbacks; asset

Chapter.  7265 words. 

Subjects: Financial Markets

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