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In the late 1990's, SocGen introduced a series of options on baskets of assets that are now referred to as Mountain Range options

What these options share is a strong dependence on the correlation structure of the assets, brought about by their nonlinear and path-dependent payoffs. 

But beyong this similarity, each type has its own distinct payoff tailored to its own risk profile and use, making each deserving of its own study. 



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The NEW website is OUT! 

Go have a look at

You will find the content in the 'Derivatives Academy' section in a book format. 
The full content is not yet available as I am rewriting it and improving it.

You can try the Exotic Derivatives pricer under the 'Derivatives Pricer' section ( I will speed up the page soon as I forgot to compress some images.
Each application allows you to price differents products and contains links towards the correct section of the book. 
You will then be able to get practical and theoretical knowledge quite easily.

I teach quite often using the pricer. You can get so much information and answers to your questions thanks to it.

Take advantage of it as much as you can to hone your knowledge!

If you are looking for junior opportunities in the field of market finance. Register yourself on the website. It's free!

If you have any questions, do not hesitate to contact me on