finance, an exotic option is an option which has features making it more complex than commonly traded vanilla options. Like the more general exotic derivatives...
8 KB (966 words) - 14:39, 23 March 2024
as "exotic options". Exotic options can pose challenging problems in valuation and hedging. The key difference between American and European options relates...
18 KB (2,634 words) - 10:24, 14 June 2024
2020. ISBN 978-1-5445-0805-4. Dynamic Hedging: Managing Vanilla and Exotic Options. New York: John Wiley & Sons. 1997. ISBN 978-0-471-15280-4. Taleb, Nassim...
52 KB (5,283 words) - 10:03, 23 October 2024
against which the more specialized models may be verified. Money portal Exotic option Financial engineering Financial innovation Structured product "GARP...
4 KB (302 words) - 14:38, 23 March 2024
option is a financial exotic option in which the payoff is either some fixed monetary amount or nothing at all. The two main types of binary options are...
58 KB (6,722 words) - 12:29, 24 October 2024
Lookback options, in the terminology of finance, are a type of exotic option with path dependency, among many other kind of options. The payoff depends...
7 KB (1,343 words) - 08:16, 3 May 2024
the option; otherwise, it is 0. A double digital option is similar to the exotic option with a few exceptions. for instance a double digital option has...
1 KB (151 words) - 07:51, 23 August 2024
A cliquet option or ratchet option is an exotic option consisting of a series of consecutive forward start options. The first is active immediately. The...
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options are thus one of the basic forms of exotic options. There are two types of Asian options: Average Price Option (fixed strike), where the strike price...
15 KB (2,346 words) - 20:17, 2 November 2024
it expires. Exotic option – any of a broad category of options that may include complex financial structures. Because the values of option contracts depend...
52 KB (6,676 words) - 19:48, 4 October 2024