Barriers - Simple European Options

... are the prices of asset-or-nothing and cash-or-nothing options with strike X. 183 15 Barriers: Simple European Options (ii) Barrier options may be decomposed into digital options in just the same ... 15 Barriers: Simple European Options Barrier options are like simple options but with an extra feature which is triggered by the stock ... Down-and-in call option All ba...

Ngày tải lên: 25/10/2013, 19:20

... chapter, adapted for outside barriers rather than inside barriers. However, these options are relatively rare so we will simply describe a single-outside-barrier up-and-in call option; the reader ... region −b to +a can be written F return = F 0 − F non-abs 16 Barriers: Advanced Options -b X a return F 0 F 0 F 0 S Figure 16.1 Double barrier-and-in call The total probability distributi...

Ngày tải lên: 25/10/2013, 19:20

Ngày tải lên: 10/08/2012, 17:18

... Part Type FS Type [Label] Size (MB) -- -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - -- - - hda1 Boot Primary Linux ext3 [/] ... lvdisplay:root@lappy:~# lvdisplay -- - Logical volume -- - LV Name /dev/skx-vol/test VG Name skx-vol LV UUID J5XlaT-e0Zj-4mHz-wtET-P6MQ-wsDV-Lk2o5A LV Write Access ... resized:r...

Ngày tải lên: 18/09/2012, 10:12

... Edinburgh Building, Cambridge CB2 8RU, UKFirst published in print formatISBN-13 97 8-0 -5 2 1-6 830 7-4 ISBN-13 97 8-0 -5 1 1-3 487 0-9 © Marie-Benedicte Dembour 20062006Information on this title: www.cambridge.org/9780521683074This ... University Press.ISBN-10 0-5 1 1-3 487 0-3 ISBN-10 0-5 2 1-6 830 7-6 Cambridge University Press has no responsibility for the persis...

Ngày tải lên: 21/09/2012, 11:02

... stock price are in-the-money, strikes at the stock price are at-the-money and call strikes above the stock are out-of-the-money. Put strikes that are above the stock are in-the-money, strikes ... stock price are at-the-money and strike prices below the stock prices are out-of-the-money. Options have intrinsic value to the amount they are in the money. An out-of-the-money option has ... Long...

Ngày tải lên: 19/10/2012, 16:16

... với danh mục A, có nghĩalà: C e (S 0 ,T,X) + X(1+r) -T ≥ S 0 Chuyểnvế bấtphương trình trên, ta có C e (S 0 ,T,X) ≥ S 0 –X(1+r) -T NếuS 0 –X(1+r) -T là âm, chúng ta xem giá trị thấpnhất của quyềnchọn ... quyềnchọnmuakiểu Châu Âu là Max[0, S 0 –X(1+r) -T ]. Vì S 0 –X(1+r) -T lớnhơnS 0 –Xnêngiớihạndướicủa quyềnchọnmuakiểuMỹ cũng phảilà Max [0, S 0 –X(1+r) -T ] Giới hạn dưới của quyền chọn mua Ng...

Ngày tải lên: 24/10/2012, 11:23

... an aca-demic teaching hospital (Department of General and VisceralSurgery, Augusta Krankenanstalt, Academic Teaching Hospi-tal of the Ruhr-University Bochum). A total of 32 European air-lines ... commis-sion of the Ruhr-University Bochum were fully respected (Clin-icalTrials.gov Identifier: NCT00713102, Ethical Review Boardof the Ruhr-University Bochum, Germany, registration number:320 7-0...

Ngày tải lên: 25/10/2012, 10:31

... formed in a U-shape are made in Nylon or Monocril 2-3 /0 are made with a large needle and are placed close to-gether so that a wide aversion is achieved at the mar-gins of the ... can be revised, greatest pa-tient satisfaction is achieved with realistic expecta-tions.2 CASE REPORT In the presence of a depressed scar in deep tis-sue, we began to use a ... production can cause anomalies of th...

Ngày tải lên: 25/10/2012, 11:00

... anemia? Heli-cobacter. 2001; 6: 5 5-9 . 44. Choe YH, Kwon YS, Jung MK, et al. Helicobacter pylo-ri-associated iron-deficiency anemia in adolescent female ath-letes. J Pediatr. 2001; 139: 10 0-4 . ... 10.2 6.4–12.7 1 2-1 4/women 1 4-1 5/men WBC2 (l/mm3) 91 7095 3100–16900 4. 8-1 0.8 Plt3 (x103/mm3) 91 326 74–669 15 0-4 00 Ferritin (ng/ml) 91 7.5 1.38–28 1 0-2 91/women 2 2-3 22/...

Ngày tải lên: 25/10/2012, 11:18