Equity Derivatives

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Chapter 3

par Angela Schuler

Market Economy

par Logan B

OBM247 (CHAPTER 3): MANAGING CURRENT RECORD

par Khairul Anwar Bin Khairuddin 3R

ESTUDIO

par humberto garcia

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