Equity Derivatives

Barriers

Barrier Variable

number

multivariate

univariate

contract?

inside barrier

outside barrier

Monitoring Points

monitoring period

full monitoring

partial monitoring

timeliness

continous

discrete

monitoring frequency

Barrier Level

deterministic barrier

stochastic barrier

Barrier Types

hit exactly

excluding

including

above or below

hit barrier

dividing barrier

direction of hit

one-way hit

two-way hit