Abstract
Analysis and presentation of derivatives analysis presents challenges to educators. The nature of financial derivatives is complex and varied, requiring structured modeling techniques. As sophisticated as these techniques may be, ineffective communication of the pricing process can impair the application of the models to investment scenarios. This paper presents a possible framework for analyzing and presenting exotic option pricing, and demonstrates the use of the model through three example analyses: Asian options, down-and-out options, and down-and-in options (barrier options).
Recommended Citation
(2013)
"Exotic Option Pricing: Analysis and Presentation Using Excel,"
Journal of Economics and Finance Education: Vol. 12:
Iss.
1, Article 3.
Available at:
https://scholarship.rollins.edu/jefe/vol12/iss1/3
