9603464
Descrição
FlashCards por Mitul Patel, atualizado more than 1 year ago
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Criado por Mitul Patel
mais de 7 anos atrás
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| Questão | Responda |
| 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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