<--- Back to Details
First PageDocument Content
Financial system / Investment / Derivative / Binary option / Foreign exchange market / Foreign-exchange option / Barrier option / Option / Swap / Financial economics / Options / Finance
Date: 2005-12-05 16:33:08
Financial system
Investment
Derivative
Binary option
Foreign exchange market
Foreign-exchange option
Barrier option
Option
Swap
Financial economics
Options
Finance

Microsoft Word - Barrier Option Press Release[removed]doc

Add to Reading List

Source URL: www.ny.frb.org

Download Document from Source Website

File Size: 58,87 KB

Share Document on Facebook

Similar Documents

Mathematical analysis / Fourier analysis / Mathematical physics / Differential equations / Investment / Lookback option / Laplace transform / Fourier transform / Symbol / Wave equation

Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba

DocID: 1roxL - View Document

Options / Economy / Mathematical finance / Finance / Money / BlackScholes model / Putcall parity / Barrier option / Put option / Lookback option / Forward contract / Valuation of options

Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins  Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1

DocID: 1riDO - View Document

Options / Economy / Finance / Money / Investment / Lookback option / Barrier option / Mathematical finance / Option style / Asian option / Normal distribution / Option

doi:S0927

DocID: 1rb0a - View Document

Options / Mathematical finance / Barrier option / Option style / BlackScholes model / Replicating portfolio / Option / Hedge / Futures contract / Forward contract / VannaVolga pricing

HEDGING DOUBLE BARRIERS WITH SINGLESāˆ— Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY

DocID: 1pphF - View Document

Options / Stochastic processes / Mathematical finance / Asian option / BlackScholes model / Continuous-time Markov chain / Barrier option / Stochastic volatility / Markov process / Jump process

A General Framework for Pricing Asian Options Under Markov Processes

DocID: 1oZ0f - View Document