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Barrier option
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41	A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options PETER CARR and JOHN CROSBY Peter Carr (email: [removed]) is Director of the Master’s in Mathematical Finance p Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:26 Finance Investment Local volatility Foreign-exchange option Black–Scholes Μ operator Volatility smile Stochastic volatility Poisson process Financial economics Options Mathematical finance
42	Microsoft Word[removed]Barrier Options Supplement Definitions[removed]DOC Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2005-12-05 12:45:58 Foreign exchange market Finance Barrier option Foreign exchange spot Futures contract Exchange rate Option style Derivative Foreign-exchange option Financial economics Economics Options
43	Microsoft Word - Barrier Confirmations.DOC Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2006-05-05 14:06:58 Financial system Investment Contract law Option style Option Foreign exchange spot Exercise International Swaps and Derivatives Association Derivative Financial economics Options Finance
44	Life-Cycle Event Processing – Simple Exotic Options Market Impact and Best-Practice Recommendation for Processing Barrier Events Introduction This document seeks to address the risk management Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2011-04-21 09:48:08 Investment Barrier option Mathematical finance Exotic option Futures contract Notification system Trading room Financial economics Finance Options
45	Microsoft Word[removed]Barrier Option Supplement Currency Matrix[removed]DOC Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2005-12-05 13:05:44 International economics Economics Encodings Financial regulation ISO Currency pair Tables of historical exchange rates to the United States dollar Indian rupee Dollar Currency Money International trade
46	Microsoft Word - Barrier Option Press Release[removed]doc Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2005-12-05 16:33:08 Financial system Investment Derivative Binary option Foreign exchange market Foreign-exchange option Barrier option Option Swap Financial economics Options Finance
47	Microsoft Word - Barrier option on FXC stationary.doc Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2006-05-05 14:10:32 Economics Money Encodings Financial regulation ISO Currency pair Tables of historical exchange rates to the United States dollar Indian rupee Malaysian ringgit Currency International trade International economics
48	Microsoft Word[removed]Barrier Option Supplement Practice Notes[removed]DOC Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2005-12-05 13:03:24 Money International trade Encodings Financial regulation ISO Currency pair Indian rupee Egyptian pound Dollar Currency International economics Economics
49	Available online at www.sciencedirect.com Physica A[removed] – 557 www.elsevier.com/locate/physa Add to Reading List Source URL: srikant.org Language: English - Date: 2009-11-30 21:45:53 Investment Mathematical finance Equations Stochastic processes Black–Scholes Asian option Path integral formulation Barrier option Futures contract Financial economics Options Finance
50	Barrier Options This note is several years old and very preliminary. It has no references to the literature. Do not trust its accuracy! Note that there is a lot of more recent literature, especially on static hedging. 0 Add to Reading List Source URL: people.maths.ox.ac.uk Language: English - Date: 2006-09-18 07:03:08 Investment Barrier option Binary option Black–Scholes Option style Option Put–call parity Call option Put option Financial economics Options Finance

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