9603464
Description
Flashcards by Mitul Patel, updated more than 1 year ago
|
Created by Mitul Patel
over 7 years ago
|
|
| Question | Answer |
| Down and In Call Price (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
| Down and In Call Delta (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
| Down and In Call Gamma (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
| Down and In Call Theta (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
| Barrier Option Types | -Calls/Puts -Knock In/Out -Barrier observation types: Continuous/Discrete/European -Inside/Outside barriers |
| Barrier Observation Types |
Image:
Image (binary/octet-stream)
|
| Barrier Observation Types - underlying suitability |
Image:
Image (binary/octet-stream)
|
| 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) |
Image:
Image (binary/octet-stream)
|
| Barriers in Risk Management - Gamma & PL |
Image:
Image (binary/octet-stream)
|
| European Barriers - KO ATM Put - Price |
Image:
Image (binary/octet-stream)
|
| European Barriers - KO ATM Put - Theta |
Image:
Image (binary/octet-stream)
|
| European Barriers - KO ATM Put - Gamma |
Image:
Image (binary/octet-stream)
|
| European Barriers - KO ATM Put - Summary |
Image:
Image (binary/octet-stream)
|
| Continuous Barriers - KO ATM Put - Price |
Image:
Image (binary/octet-stream)
|
| Continuous Barriers - KO ATM Put - Theta |
Image:
Image (binary/octet-stream)
|
| Continuous Barriers - KO ATM Put - Discontinuity |
Image:
Image (binary/octet-stream)
|
| European vs Continuous Barriers - KO ATM Put |
Image:
Image (binary/octet-stream)
|
| European Barriers - KI ATM Put - Price |
Image:
Image (binary/octet-stream)
|
| European vs Continuous Barriers - KI ATM Put |
Image:
Image (binary/octet-stream)
|
| Continuous Barriers - Summary |
Image:
Image (binary/octet-stream)
|
| Discrete Barriers - KO ATM Put - Price&Theta |
Image:
Image (binary/octet-stream)
|
| Discrete Barriers - KO ATM Put - Price&Theta - Observation Date |
Image:
Image (binary/octet-stream)
|
| Discrete Barriers - KO ATM Put - Price&Theta - After Observation Date |
Image:
Image (binary/octet-stream)
|
| DOP (Price/Delta/Gamma/Theta) |
Image:
Image (binary/octet-stream)
|
| Discrete Barriers - Summary |
Image:
Image (binary/octet-stream)
|
| UIP (Price/Delta/Gamma/Theta) |
Image:
Image (binary/octet-stream)
|
| GAP Risk - KO ATM Put European Barrier - Hedge above barrier |
Image:
Image (binary/octet-stream)
|
| GAP Risk - KO ATM Put European Barrier - Hedge below barrier |
Image:
Image (binary/octet-stream)
|
| GAP Risk - KO ATM Put Continuous Barrier |
Image:
Image (binary/octet-stream)
|
| GAP Risk - KI ATM Put Continuous Barrier |
Image:
Image (binary/octet-stream)
|
| GAP Risk Summary - European/Discrete vs Continuous |
Image:
Image (binary/octet-stream)
|
| Down and In Put Price (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
| Down and In Put Delta (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
| Down and In Put Gamma (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
| Down and In Put Theta (Continuous Barrier) |
Image:
Image (binary/octet-stream)
|
Want to create your own Flashcards for free with GoConqr? Learn more.