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Exotic option
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#	Item
11	Pricing exotic energy and commodity options in a multi-factor jump-diffusion model John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Financial Markets Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:26 Mathematical finance Options Futures contract Commodity Binary option Risk-neutral measure Black model Spread trade Financial economics Finance Investment
12	Pricing a class of exotic commodity options in a multi-factor jump-diffusion model JOHN CROSBY Lloyds TSB Financial Markets, Faryners House, 25 Monument Street, London EC3R 8BQ Email address: [removed] 28th Mar Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:50 Options Mathematical finance Futures contract Commodity market Forward contract Commodity Call option Benchmark Hull–White model Financial economics Finance Business
13	Imperial College of Science, Technology and Medicine Department of Mathematics Proxy Scheme and Automatic Differentiation: Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2010-10-21 08:57:29 Mathematical finance Investment Contract law Strike price Exotic option Automatic differentiation Call option Greeks Monte Carlo method Options Financial economics Finance
14	Life-Cycle Event Processing – Simple Exotic Options Market Impact and Best-Practice Recommendation for Processing Barrier Events Introduction This document seeks to address the risk management Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2011-04-21 09:48:08 Investment Barrier option Mathematical finance Exotic option Futures contract Notification system Trading room Financial economics Finance Options
15	Exotic Options: An Overview Exotic options: Options whose characteristics vary from standard call and put options ✑✑ Add to Reading List Source URL: janroman.dhis.org Language: English - Date: 2003-05-04 14:06:58 Finance Warrant Derivative Option style Hedge Option Put option Goldman Sachs Call option Financial economics Options Investment
16	Group V: Hervé Fandom Tchomgouo Francisco J. Gil Add to Reading List Source URL: prosoftware.se Language: English - Date: 2007-08-10 08:20:16 Investment Option style Barrier option Option Binary option Exotic option Asian option Lookback option Call option Financial economics Options Finance
17	Lecture 16 Exotic Options Add to Reading List Source URL: www.math.umn.edu Language: English - Date: 2008-03-31 17:55:53 Investment Option style Put option Futures contract Call option Option Black–Scholes Strike price Chooser option Options Financial economics Finance
18	PDF Document Add to Reading List Source URL: www.global-derivatives.com Language: English - Date: 2005-09-10 03:58:23 Cliquet Binomial options pricing model Option style Option Put option Exotic option Rendleman–Bartter model Moneyness Options Financial economics Finance
19	PDF Document Add to Reading List Source URL: www.ericbenhamou.net Language: English - Date: 2005-07-31 06:26:32 Economics Mathematical finance Investment Rainbow option Exotic option Binary option Futures contract Diversification Bond Financial economics Options Finance

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