Pricing Arithmetic Asian Options using Moment Matching

Asian options are path-dependent options whose payoff depends on the average value of the underlying asset during a specific set of dates across the life of the option. Because the payoff of the Asian options depends on the average value Continue reading Pricing Arithmetic Asian Options using Moment Matching

An Interactive Dynamic Delta Hedging Example in R

Delta hedging is a technique used by trades to reduce the directional risk of a position. This delta hedging strategy results in the reduction of the variability of the profit and loss (pnl) of the position. A position that is Continue reading An Interactive Dynamic Delta Hedging Example in R