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Flashcards

Barrier Options

Mitul Patel Finance English 36 cards

Barrier Options

Cards in this deck (36)

  1. 1Down and In Call Price (Continuous Barrier)Down and In Call Price (Continuous Barrier)
  2. 2Down and In Call Delta (Continuous Barrier)Down and In Call Delta (Continuous Barrier)
  3. 3Down and In Call Gamma (Continuous Barrier)Down and In Call Gamma (Continuous Barrier)
  4. 4Down and In Call Theta (Continuous Barrier)Down and In Call Theta (Continuous Barrier)
  5. 5Barrier Option Types-Calls/Puts
    -Knock In/Out
    -Barrier observation types: Continuous/Discrete/European
    -Inside/Outside barriers
  6. 6Barrier Observation TypesBarrier Observation Types
  7. 7Barrier Observation Types - underlying suitabilityBarrier Observation Types - underlying suitability
  8. 8Parisian OptionAsset price has to be above or below the barrier for a period of
    time for the option to be knocked in or out (can be continuous period or ANY period, of x days, for example)
  9. 9Barrier Observation Frequency - Price (KO ATM Puts)Barrier Observation Frequency - Price (KO ATM Puts)
  10. 10Barriers in Risk Management - Gamma & PLBarriers in Risk Management - Gamma & PL
  11. 11European Barriers - KO ATM Put - PriceEuropean Barriers - KO ATM Put - Price
  12. 12European Barriers - KO ATM Put - ThetaEuropean Barriers - KO ATM Put - Theta
  13. 13European Barriers - KO ATM Put - GammaEuropean Barriers - KO ATM Put - Gamma
  14. 14European Barriers - KO ATM Put - SummaryEuropean Barriers - KO ATM Put - Summary
  15. 15Continuous Barriers - KO ATM Put - PriceContinuous Barriers - KO ATM Put - Price
  16. 16Continuous Barriers - KO ATM Put - ThetaContinuous Barriers - KO ATM Put - Theta
  17. 17Continuous Barriers - KO ATM Put - DiscontinuityContinuous Barriers - KO ATM Put - Discontinuity
  18. 18European vs Continuous Barriers - KO ATM PutEuropean vs Continuous Barriers - KO ATM Put
  19. 19European Barriers - KI ATM Put - PriceEuropean Barriers - KI ATM Put - Price
  20. 20European vs Continuous Barriers - KI ATM PutEuropean vs Continuous Barriers - KI ATM Put
  21. 21Continuous Barriers - SummaryContinuous Barriers - Summary
  22. 22Discrete Barriers - KO ATM Put - Price&ThetaDiscrete Barriers - KO ATM Put - Price&Theta
  23. 23Discrete Barriers - KO ATM Put - Price&Theta - Observation DateDiscrete Barriers - KO ATM Put - Price&Theta - Observation Date
  24. 24Discrete Barriers - KO ATM Put - Price&Theta - After Observation DateDiscrete Barriers - KO ATM Put - Price&Theta - After Observation Date
  25. 25DOP (Price/Delta/Gamma/Theta)DOP (Price/Delta/Gamma/Theta)
  26. 26Discrete Barriers - SummaryDiscrete Barriers - Summary
  27. 27UIP (Price/Delta/Gamma/Theta)UIP (Price/Delta/Gamma/Theta)
  28. 28GAP Risk - KO ATM Put European Barrier - Hedge above barrierGAP Risk - KO ATM Put European Barrier - Hedge above barrier
  29. 29GAP Risk - KO ATM Put European Barrier - Hedge below barrierGAP Risk - KO ATM Put European Barrier - Hedge below barrier
  30. 30GAP Risk - KO ATM Put Continuous BarrierGAP Risk - KO ATM Put Continuous Barrier
  31. 31GAP Risk - KI ATM Put Continuous BarrierGAP Risk - KI ATM Put Continuous Barrier
  32. 32GAP Risk Summary - European/Discrete vs ContinuousGAP Risk Summary - European/Discrete vs Continuous
  33. 33Down and In Put Price (Continuous Barrier)Down and In Put Price (Continuous Barrier)
  34. 34Down and In Put Delta (Continuous Barrier)Down and In Put Delta (Continuous Barrier)
  35. 35Down and In Put Gamma (Continuous Barrier)Down and In Put Gamma (Continuous Barrier)
  36. 36Down and In Put Theta (Continuous Barrier)Down and In Put Theta (Continuous Barrier)

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http://www.quantitative-research.de/dl/09%2008%2001%20Teach%20In%20-%202.1%20-%20Products.pdf
Created by
Mitul Patel
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