Hi i need help with this , A compound option is an option for which the underlying asset is another option (option on option). Therefore, there are two strike prices and two exercise dates. Let the strike price of the first and second strike prices X1 and X2 are $40 and $8, respectively, the time to maturity of first option T1 is 1 year and for the second option T2 equals 2 years. Consider both options as European Call options. How should we solve this, any suggestions please?
Any OTC brokers that offer compound options? I've been looking everywhere and cannot find any information on where they can be traded. Thanks in advance!
It's not ready yet, it doesn't handle all scenarios (For almost all of my videos, I do share the XLS immediately; these exotics are just harder models)
@@bionicturtle Do you know how to calculate cumulative bivariate normal distribution on excel. Because i'm stuck there, online they show that i should create my own function.
You explain in a very understandable language
Votre francais est exellent !!!!
Bionic turtle thanks for the knowledge u gave me but can I ask they can still apply strategies like vertical spreads with compounds? Love ya
Great video!
Thank you for watching!
explain to PG treasury what a quanto option is
Hi i need help with this ,
A compound option is an option for which the underlying asset is another option (option on option). Therefore, there are two strike prices and two exercise dates. Let the strike price of the first and second strike prices X1 and X2 are $40 and $8, respectively, the time to maturity of first option T1 is 1 year and for the second option T2 equals 2 years. Consider
both options as European Call options.
How should we solve this, any suggestions please?
IMO, this is the most difficult exotic option to understand.
Any OTC brokers that offer compound options? I've been looking everywhere and cannot find any information on where they can be traded. Thanks in advance!
Do you know have a copy of the spreadsheet so we can fiddle with the inputs ourselves?
It's not ready yet, it doesn't handle all scenarios (For almost all of my videos, I do share the XLS immediately; these exotics are just harder models)
@@bionicturtle Do you know how to calculate cumulative bivariate normal distribution on excel. Because i'm stuck there, online they show that i should create my own function.
@@bionicturtle Hi there! I was wondering if I could access the xls for compound options? Thanks a lot.