Exotic and Path Dependent Options

1. Introduction to binaries, compounds, choosers, barriers, Asians, and look-backs.
2. Formulae for barrier options.
3. A unifying framework for path-dependent options. Time-integrals of the random walk. Jump conditions and discrete sampling.
4. Asian options. Continuously sampled averages: arithmetic averaging, geometric averaging. Similarity reductions. Continuously sampled average strike options. Introduction to average rate options.
5. Look-back options: continuous and discrete sampling of the maximum, similarity reductions, numerics.

[WHD: Chapters 11, 12, 13, 14, and 15 up to section 6]