Compound options - PowerPoint PPT Presentation

Chap 6

Chap 6. Compound and Switching Options. Compound and Switching Options. Compound options are options whose value is contingent on other options.

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Chap 6

Chap 6. Compound and Switching Options. Compound and Switching Options. Compound options are options whose value is contingent on other options.

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449 views • 34 slides

Exotic options

Exotic options. Barrier options Asian options Lookback options Forward start options Shout options Compound options ……. Forward Start Options. An option that starts in the future. An example: a forward start call. Pricing. Pricing Model. Shout Options.

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