Creado por Mitul Patel
hace más de 7 años
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Pregunta | Respuesta |
Down and In Call Price (Continuous Barrier) |
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Down and In Call Delta (Continuous Barrier) |
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Down and In Call Gamma (Continuous Barrier) |
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Down and In Call Theta (Continuous Barrier) |
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Barrier Option Types | -Calls/Puts -Knock In/Out -Barrier observation types: Continuous/Discrete/European -Inside/Outside barriers |
Barrier Observation Types |
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Barrier Observation Types - underlying suitability |
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Parisian Option | Asset price has to be above or below the barrier for a period of time for the option to be knocked in or out (can be continuous period or ANY period, of x days, for example) |
Barrier Observation Frequency - Price (KO ATM Puts) |
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Barriers in Risk Management - Gamma & PL |
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European Barriers - KO ATM Put - Price |
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European Barriers - KO ATM Put - Theta |
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European Barriers - KO ATM Put - Gamma |
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European Barriers - KO ATM Put - Summary |
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Continuous Barriers - KO ATM Put - Price |
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Continuous Barriers - KO ATM Put - Theta |
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Continuous Barriers - KO ATM Put - Discontinuity |
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European vs Continuous Barriers - KO ATM Put |
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European Barriers - KI ATM Put - Price |
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European vs Continuous Barriers - KI ATM Put |
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Continuous Barriers - Summary |
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Discrete Barriers - KO ATM Put - Price&Theta |
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Discrete Barriers - KO ATM Put - Price&Theta - Observation Date |
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Discrete Barriers - KO ATM Put - Price&Theta - After Observation Date |
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DOP (Price/Delta/Gamma/Theta) |
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Discrete Barriers - Summary |
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UIP (Price/Delta/Gamma/Theta) |
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GAP Risk - KO ATM Put European Barrier - Hedge above barrier |
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GAP Risk - KO ATM Put European Barrier - Hedge below barrier |
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GAP Risk - KO ATM Put Continuous Barrier |
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GAP Risk - KI ATM Put Continuous Barrier |
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GAP Risk Summary - European/Discrete vs Continuous |
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Down and In Put Price (Continuous Barrier) |
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Down and In Put Delta (Continuous Barrier) |
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Down and In Put Gamma (Continuous Barrier) |
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Down and In Put Theta (Continuous Barrier) |
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