exotic option การใช้

• He argued that just as the exotic wagers survived the media controversy so will the exotic options
• This model is used to calculate exotic option valuations which are consistent with observed prices of vanilla options.
• The following " exotic options " are still options, but have payoffs calculated quite differently from those above.
• For exotic options the trinomial model ( or adaptations ) is sometimes more stable and accurate, regardless of step-size.
• *"'swaps, forward rate agreements, exotic options  and other exotic derivatives  are almost always traded in this way.
• Sometimes these products can take the form of exotic options ( for example Asian options or Quanto options ).
• Business enterprises wishing to enter intocomplicated exotic option contracts must have sound technical andfinancial knowledge in areas of risks and returns.
• So instead of just grabbing whatever pepper is handy, smart cooks are selecting among exotic options like Lampong, Sarawak, Malabar and ellicherry.
• In 2009 Fusion launched its own hedge advisory and started offering exotic option-based low-cost hedges to the financial intermediaries, primarily credit-related costs.
• Tandy strongly denied the accusations of deliberately giving away possession and a penalty to allow the exotic option on the bets to be successful.
• Baaquie applies path integrals to several exotic options and presents analytical results comparing his results to the results of Black Scholes Merton equation showing that they are very similar.
• A double digital option is similar to the exotic option with a few exceptions . for instance a double digital option has two strike prices that is the expected price during the trade season.
• Even products traded actively in the market can have the characteristics of exotic options, such as convertible bonds, whose valuation can depend on the price and volatility of interest rates, and the correlations between these factors.
• The method is also used for valuing certain exotic options, where because of path dependence in the payoff, Monte Carlo methods for option pricing fail to account for optimal decisions to terminate the derivative by early exercise.
• He has done extensive research on exotic option pricing, quantitative personal financial planning ( focusing on investment strategies for retiring individuals ), insurance derivatives, and alternative paradigms for risk quantification and measurement of long-term financial market investment returns.
• While some of these outfits sell programs that can be used to calculate the value of exotic options, none are cheap enough for most of the corporations and money managers that use derivatives, said Charles Wurtz, managing director of Xticket Systems.
• A spread option is a new, relatively rare type of exotic option on two underlyings, while an option spread is a combination trade : the purchase of one ( vanilla ) option and the sale of another option on the same underlying.
• In 1987 Standish and Spaughton were in Tokyo on business when " they developed the first commercially used pricing formula for options linked to the average price of crude oil . " They called this exotic option, the Asian option, because they were in Asia.
• In 1987, Bankers Trust Mark Standish and David Spaughton, were in Tokyo on business when " they developed the first commercially used pricing formula for options linked to the average price of crude oil . " They called this exotic option, the Asian option, because they were in Asia.