Barrier Options

Descripción

http://www.quantitative-research.de/dl/09%2008%2001%20Teach%20In%20-%202.1%20-%20Products.pdf
Mitul Patel
Fichas por Mitul Patel, actualizado hace más de 1 año
Mitul Patel
Creado por Mitul Patel hace más de 7 años
16
0

Resumen del Recurso

Pregunta Respuesta
Down and In Call Price (Continuous Barrier)
Down and In Call Delta (Continuous Barrier)
Down and In Call Gamma (Continuous Barrier)
Down and In Call Theta (Continuous Barrier)
Barrier Option Types -Calls/Puts -Knock In/Out -Barrier observation types: Continuous/Discrete/European -Inside/Outside barriers
Barrier Observation Types
Barrier Observation Types - underlying suitability
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)
Barriers in Risk Management - Gamma & PL
European Barriers - KO ATM Put - Price
European Barriers - KO ATM Put - Theta
European Barriers - KO ATM Put - Gamma
European Barriers - KO ATM Put - Summary
Continuous Barriers - KO ATM Put - Price
Continuous Barriers - KO ATM Put - Theta
Continuous Barriers - KO ATM Put - Discontinuity
European vs Continuous Barriers - KO ATM Put
European Barriers - KI ATM Put - Price
European vs Continuous Barriers - KI ATM Put
Continuous Barriers - Summary
Discrete Barriers - KO ATM Put - Price&Theta
Discrete Barriers - KO ATM Put - Price&Theta - Observation Date
Discrete Barriers - KO ATM Put - Price&Theta - After Observation Date
DOP (Price/Delta/Gamma/Theta)
Discrete Barriers - Summary
UIP (Price/Delta/Gamma/Theta)
GAP Risk - KO ATM Put European Barrier - Hedge above barrier
GAP Risk - KO ATM Put European Barrier - Hedge below barrier
GAP Risk - KO ATM Put Continuous Barrier
GAP Risk - KI ATM Put Continuous Barrier
GAP Risk Summary - European/Discrete vs Continuous
Down and In Put Price (Continuous Barrier)
Down and In Put Delta (Continuous Barrier)
Down and In Put Gamma (Continuous Barrier)
Down and In Put Theta (Continuous Barrier)
Mostrar resumen completo Ocultar resumen completo

Similar

Unit 4 The Accounting Cycle
a.j.hemphill
Finance- Break even
cesleviciutek
Chapter One: Introduction to Accounting
charlotte.power9
AS - Buss1 - Formula Cards
Sophie Davis
Economy Terms
Lex R
Financial Ratios
Liz Barraclough
Finance - Balance sheets
cesleviciutek
Finance sources of Finance
cesleviciutek
Investment Planning Part 1
callum.thomson
How accounting is recorded
rachaellouise18
State & Local Govt - Accounting and Financial Reporting
turquoise_cat