Категории: Все - barriers - contract - monitoring - equity

по Thomas Haederle 15 лет назад

390

Equity Derivatives

Equity derivatives involve contracts whose value is derived from underlying assets. Among these, barrier options are a type of derivative where the payoff depends on whether the underlying asset’

Equity Derivatives

Equity Derivatives

Barriers

Barrier Types
direction of hit

two-way hit

one-way hit

above or below

dividing barrier

hit barrier

hit exactly

including

excluding

Barrier Level
stochastic barrier
deterministic barrier
Monitoring Points
monitoring frequency
timeliness

discrete

continous

monitoring period

partial monitoring

full monitoring

Barrier Variable
contract?

outside barrier

inside barrier

number

univariate

multivariate