Exotic Options
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Über den Vortrag
Der Vortrag „Exotic Options“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Market Risks“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- Introduction
- Types of Exotic Options
- Packages
- Zero-cost product
- Non-Standard American Options
- Forward Start Options
- Compound Option
- Chooser Option
- Barrier Options
- Binary Options
- Lookback Options
- Shout Options
- Asian Options
- Exchange Options
- Rainbow Options
- Variance and Volatility Swaps
Dozent des Vortrages Exotic Options
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
http://www.edupristine.com
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Auszüge aus dem Begleitmaterial
... are what are called plain vanilla products. Have standard well-defined properties and trade actively on exchanges. OTC derivatives market has a number ...
... options Lookback options Shout options Asian options Options to exchange one asset for ...
... standard contracts -European calls, -European puts, -Forward contracts, -Cash, ...
... a short position in a call with a high strike price, KH. Guarantees UL asset can be sold for a ...
... allowed during only part of life (initial "lock out" period). Strike price changes over the life (warrants, convertibles). Example: In a 7-year warrant, ...
... employee stock option plans. Often structured so that strike ...
... to buy or sell an option. Call on call, Put on ...
... stock price hits barrier before option maturity. 'In' options Option dies if stock price hits barrier before option ...
... if ST > K, otherwise pays nothing. ...
... at time T Allows buyer to sell stock at highest observed price in some interval of time. Fixed lookback call pays ...
... once during option life. Final payoff is either usual option payoff, ...
... -Call: max(ST – Save, 0) -Put: max(Save – ST, 0) No exact analytic valuation. ...
... to exchange one asset for another. For example, an option ...
... puts and call options that make a bet on the underlying assets. The number of ...
... option is an option to buy or sell a portfolio of assets ...
... variance units, which is equal to Vega Notional / (2 * Variance Strike) Hedging a variance swap can be done using a portfolio of European call and put options with weights inversely proportional to the ...
... Dynamic Hedging, where one takes a position in the underlying counter to that of the option position. Problem with this ...
