Exotic options: chooser option (FRM T3-43)

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  • Опубликовано: 3 дек 2024

Комментарии • 10

  • @Edgypaw
    @Edgypaw 4 года назад +2

    Incredibly helpful, thank you!

  • @guilhermeregueira6301
    @guilhermeregueira6301 2 года назад

    we can replicate the payoff with a 2y note for example with a put 99.9% KI and a Call 100.01% KI both with 100strike but the barrier is only observed at year 1 and for exactly one observation

  • @yvesprimeau6031
    @yvesprimeau6031 4 года назад

    it synthesizes the concept of options

  • @francescom.9158
    @francescom.9158 4 года назад

    best ever, thank you

  • @lucasnacimento1209
    @lucasnacimento1209 6 месяцев назад

    In a chooser option, where T1 would be the buy CALL or buy PUT, does the final value of the option remain the same? $ 10.890?

  • @Darlingkj
    @Darlingkj 3 года назад

    Thank you so muchh

  • @walterpintoboada8798
    @walterpintoboada8798 5 лет назад

    Do hoy have a example of forward start option

  • @andyy6415
    @andyy6415 4 года назад

    Could we have the Excel file that contains the formula? thanks :)

    • @trieutran3779
      @trieutran3779 4 года назад +1

      you can download from this link: trtl.bz/2AvXXfe It in the description of the video .

    • @martinjob2246
      @martinjob2246 2 года назад

      @@trieutran3779 thanks a lot