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compound-options

  1. Nicole Seaman

    P1.T3.729. Gap, forward start and compound exotic options (Hull, Chapter 26)

    Learning objectives: Identify and describe the characteristics and pay-off structure of the following exotic options: gap, forward start, compound, chooser, barrier, binary, lookback, shout, Asian, exchange, rainbow, and basket Questions: 729.1 Consider an asset with a current price of...
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