a Thomas Haederle 16 éve
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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