Quantitative Research Paper
Barrier Options
Summary
This semester, the Quantitative Research team focused on the pricing of exotic options, specifically barrier options. In this report, we introduce two methods for computing their price: one analytically derived from the well-known Black-Scholes framework, and the other using a computational approach based on Monte Carlo simulation.
Authors
- Federico LazzariniHead of Quantitative Research
- Filip BorzeckiQuantitative Research Analyst
- Michele FanelliQuantitative Research Analyst
- Giani RanzettiQuantitative Research Analyst
Details
- Published
- 16 December 2024
- Division
- Quantitative Research
- Type
- Quantitative Research Paper
- Pages
- 17
- Authors
- 4
Cite this report
Minerva Investment Management Society (2024). Barrier Options. Quantitative Research. https://minervaims.org/archive/barrier-options-2024
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