Creado por Mitul Patel
hace más de 7 años
|
||
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
Barrier Observation Types
Barrier Observation Types - underlying suitability
Parisian Option
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)