Exotic option

Results: 19



#Item
1Option style / Asian option / Lookback option / Barrier option / Binary option / Option / Black–Scholes / Call option / Valuation of options / Financial economics / Options / Finance

Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op

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Source URL: www.csc.ust.hk

Language: English - Date: 2002-01-21 19:48:38
2Space / Physics / Exotic matter / Stellar astronomy / Standard candles / Main sequence / Star / White dwarf / Hertzsprung–Russell diagram / Astronomy / Star types / Stellar evolution

Astrophysics Option Helen Johnston School of Physics, University of Sydney I want to give you a feeling for how modern astrophysics hangs together. We’ll do this by looking at the central unifying diagram in the study

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Source URL: science.uniserve.edu.au

Language: English - Date: 2012-04-30 00:30:31
3Investment / Binary option / Barrier option / Option style / Option / Exotic option / Futures contract / Greeks / Moneyness / Financial economics / Options / Finance

Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa

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Source URL: www.quantonline.co.za

Language: English - Date: 2011-08-09 12:24:09
4Heating /  ventilating /  and air conditioning / Underwater diving / Plug-in / Emulator / Mechanical engineering / Compressors / Technology / Gas compressor

review URS Strip Pro When replacing hardware with software it’s nice to be offered the option to install software emulations of hardware you could never have owned. URS offers a desk-full of exotic stuff; NEIL WILKES

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Source URL: resolution.nodecube.net

Language: English - Date: 2010-10-16 00:24:12
5Investment / Functional programming / Functional languages / Haskell / Literate programming / Derivative / Option / Monad / Hedge / Software engineering / Computer programming / Computing

Under consideration for publication in J. Functional Programming 1 Commercial Uses: Going functional on exotic trades

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Source URL: arbitrary.name

Language: English - Date: 2008-12-09 18:09:18
6Finance / Investment / Black–Scholes / Stochastic volatility / Heston model / Volatility / Barrier option / Exotic option / Timer Call / Mathematical finance / Financial economics / Options

Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science

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Source URL: etheses.lse.ac.uk

Language: English - Date: 2014-03-18 08:31:34
7Investment / Barrier option / Mathematical finance / Exotic option / Futures contract / Notification system / Trading room / Financial economics / Finance / Options

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

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Source URL: www.ny.frb.org

Language: English - Date: 2011-04-21 09:48:08
8Options / Mathematical finance / Investment / Implied volatility / Futures contract / Foreign-exchange option / Exchange rate / Forward contract / Exotic option / Financial economics / Finance / Economics

Discussion Michael Narayan The paper “The Information Content of Canadian Dollar Futures Options” is an interesting academic exercise in attempting to extract information about market participants’ expectations. Ho

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:03
9Investment / Option style / Exotic option / Lookback option / Binary option / Asian option / Call option / Black–Scholes / Option / Financial economics / Options / Finance

PDF Document

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Source URL: media.wiley.com

Language: English - Date: 2014-04-14 07:16:10
10Finance / Investment / Binary option / Black–Scholes / Volatility / Option / Call option / Foreign-exchange option / Local volatility / Financial economics / Options / Mathematical finance

Practicalities of Pricing Exotic Derivatives John Crosby Grizzly Bear Capital My website is: http://www.john-crosby.co.uk If you spot any typos or errors, please email me.

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2013-10-16 05:03:04
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