'Underlying price' diaporamas de présentation

Multi-period BTM

Multi-period BTM. Dr. DAI Min. Outline:. Multi-period BTM Vanilla options: European and American Barrier options Strongly-path dependent options: Asian, lookback Single-state variable BTM for some strongly-path dependent options Forward shooting grid method.

629 views • 26 slides

Exotic Options

Exotic Options. By Chris DiBella. Options. A financial derivative that represents a contract sold by one party to another. This contract offers the buyer the right to buy or sell a security at an agreed upon price during a certain period of time. Two types: Vanilla and Exotic.

579 views • 21 slides

FRONT ARENA

583 views • 20 slides

Delta Hedging & Greek NeutraL

Delta Hedging & Greek NeutraL. Michael Feeley. Greeks. Options trading has become one of the most common exchange traded derivatives In addition to the risk factors that affect stock prices, options are impacted by additional factors, such as: Time to expiration

190 views • 5 slides