exotic option

Exotic options can pose challenging problems in valuation and hedging.

Exotic option - any of a broad category of options that may include complex financial structures.

We'll sample some of the amenities you can find in most limousines, as well as a few more exotic options.

The opposite of plain vanilla options are exotic options.

In some equity-linked notes, the payout structure is more complicated, resembling an exotic option.

Options where the payoff is calculated differently are categorized as "exotic options".

The following "exotic options" are still options, but have payoffs calculated quite differently from those above.

This model is used to calculate exotic option valuations which are consistent with observed prices of vanilla options.

Examples of securities being priced are plain vanilla and exotic options, convertible bonds, etc.

Basket options are exotic options for which the underlying is a (weighted) combination of individual assets.

A secondary meaning of digitality relates to the risk characteristics of exotic options in finance.

For exotic options the trinomial model (or adaptations) is sometimes more stable and accurate, regardless of step-size.

Mountain ranges are exotic options originally marketed by Société Générale in 1998.

Lookback options are a type of exotic option with path dependency, among many other kind of options.

Products such as swaps, forward rate agreements, exotic options - and other exotic derivatives - are almost always traded in this way.

Tandy strongly denied the accusations of deliberately giving away possession and a penalty to allow the exotic option on the bets to be successful.

Sometimes these products can take the form of exotic options (for example Asian options or Quanto options).

There are three main categories of Swaption, although exotic desks may be willing to create customised types, analogous to exotic options, in some cases.

The Timer Call is an Exotic option, that allows buyers to specify the level of volatility used to price the instrument.

They were generally considered "Exotic option" instruments and there was no liquid market for trading these instruments between their issuance and expiration.

The terms and are put in by-hand and represent factors that ensure the correct behaviour of the price of an exotic option near a barrier:

A basket option is a financial derivative, more specifically an exotic option, whose underlying is a (weighted) sum or average of different assets.

The Vanna-Volga method is a technique for pricing first-generation exotic options in FX derivatives.

A cliquet option or ratchet option is an exotic option consisting of a series of consecutive forward start options.

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.