An outside barrier option
An outside barrier option
... some options cannot be hedged. Indeed, any option whose payoff depends on Y cannot be hedged when we are allowed to trade only in the stock. CHAPTER 24. An outside barrier option 243 If we have an ... 24 An outside barrier option Barrier process: dY t Y t = dt+ 1 dB 1 t: Stock process: dS t S t = dt+ 2 dB 1 t+ q 1, 2 2 dB 2 t; where 1 0; 2 0;,...
Ngày tải lên: 18/10/2013, 02:20
an introduction to options trading - de weert 2006
... the option is an ‘American’ option. Although there are many other option types, the most important ones have already been covered: American call option, American put option, European call option ... option and the European put option. The vast majority of the options that are traded on exchanges are American. However, it is useful to analyze European options, because properties...
Ngày tải lên: 03/05/2014, 12:41
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks potx
... Epstein, Lars Hansen, John Heaton, Michael Johannes, Monika Piazzesi, Bryan Routledge, Jacob Sagi, Raman Uppal, Pietro Veronesi, Jiang Wang, an anonymous referee, and seminar participants at CMU, ... Sciences and Humanities Research Council of Canada. Jun Pan thanks the research support from the MIT Laboratory for Financial Engineering. Address correspondence to: Jun Pan, MIT Sloan School o...
Ngày tải lên: 07/03/2014, 10:20
Reducing Terrorism Risk at Shopping Centers - An Analysis of Potential Security Options pptx
... SECURITY POPULATION AND AGING PUBLIC SAFETY SCIENCE AND TECHNOLOGY SUBSTANCE ABUSE TERRORISM AND HOMELAND SECURITY TRANSPORTATION AND INFRASTRUCTURE WORKFORCE AND WORKPLACE The RAND Corporation ... diverse range of approaches, including communication and education, emergency response, customer entrance management, vehicle management, and building management. In conjunction with the quantit...
Ngày tải lên: 15/03/2014, 15:20
The Eyes of the Fleet - An Analysis of the E-2C Aircraft Acquisition Options docx
... approaches and manufacturing techniques. xix ACKNOWLEDGMENTS This study greatly benefited from the assistance of many people in the Naval Air Systems Command (NAVAIR), OPNAV, and Northrop Grumman Corporation. Within ... concerned about how these options would affect the E-2C acquisition strategy and industrial base and asked RAND to help assess the costs and benefits of its strategy and plans...
Ngày tải lên: 15/03/2014, 18:20
