Modify the above spreadsheet to value various exotic options such as barriers, Asians and lookbacks.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 06:04 AM

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Modify the above spreadsheet to value various exotic options such as barriers, Asians and lookbacks.

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Exotic Option Exotic options are a category of options contracts that differ from traditional options in their payment structures expiration dates and ...View the full answer

Introduces Quantitative Finance

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