Equity Derivatives

Plus de détails

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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