Mapa mental
Path Dependent Options
Conteúdo do mapa
Path Dependent Options
weakly path dependent
- Compound options
- Valuing compound options
- Chooser options
- Valuing chooser options
- Compound options
inherently path dependent
- Barrier options
- Asian Options
- Lookback options
Discrete Sampling
- Barrier options
- For out options, discretely sampled options more expensive
- For in options, discretely sampled options cheaper
- Lookback options
- Asian options
- Valuing discretely sampled options
- Jump conditions
- Barrier options
Asian Options
- Continuously sampled asian options
- Similarity reduction
- Put call parity
Lookback options
- discretely sampled lookback options
- Similarity reduction
- perpetual lookback options
- Russian options
- Who would buy a Russian option?
- Stop loss options
- Russian options
Path dependent options
Informações
- Descrição
- Mathematics Mapa Mental sobre Path Dependent Options, criado por Rebecca Lawless em 12-03-2018.
- Criado por
- Rebecca Lawless
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