'Lookback option' presentation slideshows

Lookback Option

Lookback Option. Part 1 (a) John C. Hull Ch24 lookback option (b) Shreve 7.4.1 ~7.4.3 Part 2 (a) Shreve 7.4.4. 7.4 Lookback Option (part1). ???. (a) John C. Hull Ch24 lookback option. (b)-1 Shreve 7.4.1~7.4.2. (b)-2 Shreve 7.4.3. Appendix A. The proofs of parity. Appendix B.

902 views • 43 slides

Static Hedging of American Barrier Options and Applications

Static Hedging of American Barrier Options and Applications. San-Lin Chung, Pai-Ta Shih and Wei-Che Tsai Presenter: Wei-Che Tsai. Outlines. Introduction Formulation of the static hedging portfolio for an American barrier option under Black-Scholes model

371 views • 36 slides

7.4 Lookback Options

7.4 Lookback Options. ??????????? ???????????. ????. 7.4.1 Floating Strike Lookback 7.4.2 Black-Scholes-Merton Equation 7.4.3 Reduction of Dimension 7.4.4 Computation of the Price of the Lookback Option. Introduction. Lookback option: An option whose payoff is Based on the

518 views • 27 slides

7.4 Lookback Options

7.4 Lookback Options. ??????????? ???????????. ????. 7.4.1 Floating Strike Lookback 7.4.2 Black-Scholes-Merton Equation 7.4.3 Reduction of Dimension 7.4.4 Computation of the Price of the Lookback Option. Introduction. Lookback option: An option whose payoff is Based on the

312 views • 27 slides

Binomial Pricing Model: Tackling Exotic Options

239 views • 11 slides