'Exotic options' diaporamas de présentation

Exotic Options Chapter 19

Exotic Options Chapter 19. EXOTIC OPTIONS So far we studied and analyzed options strategies that included a variety of calls puts and short or long positions in the underlying asset. All the options that we studied were standard European or standard American style options.

957 views • 72 slides

Exotic Options Chapter 19

Exotic Options Chapter 19. EXOTIC OPTIONS So far we studied and analyzed options strategies that included a variety of calls puts and short or long positions in the underlying asset. All the options that we studied were standard European or standard American style options.

989 views • 72 slides

Option pricing /Leasing contract

Option pricing /Leasing contract. The Binomial Option Pricing Model (BOPM). option valuation We begin with a single period . Finding the risk neutral probability In a risk neutral world, all assets have risk free returns.

714 views • 49 slides

Option pricing /Leasing contract

Option pricing /Leasing contract. The Binomial Option Pricing Model (BOPM). option valuation We begin with a single period . Finding the risk neutral probability In a risk neutral world, all assets have risk free returns.

642 views • 49 slides

Exotic Options Pricing and Hedging

Exotic Options Pricing and Hedging. Dr Zili Zhu Quantitative Risk Management Mathematical & Information Sciences. 26 th February 2009. Background of CSIRO. Organization: Commonwealth Scientific and Industrial Research Organization (7000 staff members)

525 views • 29 slides

Chapter 14

221 views • 22 slides

Exotic Options

Aaron Bany May 21, 2013 BA 543-002 Financial Markets and Institutions. Exotic Options. What is an option?. A financial derivative that represents a contract sold by one party (writer) to another party (holder)

365 views • 20 slides

Optimal Risk Taking under VaR Restrictions

Optimal Risk Taking under VaR Restrictions. Ton Vorst Erasmus Center for Financial Research January 2000 Paris, Lunteren, Odense, Berlin. Maximizing expected return under Value at Risk restriction (e.g. in accepting projects)

326 views • 20 slides

Agenda Introduction to plain vanilla and exotic options Crude Monte Carlo method

Numerical Methods in Finance. An introduction to Financial mathematics (Abdus Salam - ICTP, Trieste, 17-19 December 2007). Marco Airoldi marco.airoldi@mediobanca.it. Agenda Introduction to plain vanilla and exotic options Crude Monte Carlo method Lab on Monte Carlo

144 views • 11 slides

International Development of Futures and Options

International Development of Futures and Options. Karyn Yamamura BA 543 May 26, 2005. Overview. FLEX and Exotic Options Developed and Developing Markets Europe China Trading Floor Movement Electronic vs Open Outcry. FLEX and Exotic Options. Flexible Exchange Options (FLEX) 1993 CBOT

311 views • 10 slides

The Exotic Timber Merchant of South Africa

Rare Woods, established in 1982, is a family owned business that supplies exotic timbers. The company offers more than 150 species of wood. They employ highly knowledgeable staff to manufacture custom flooring, decking, cladding, stairs and furniture, as per the customeru2019s request.

103 views • 10 slides