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exotic-options

  1. Nicole Seaman

    P1.T3.732. Exchange option, volatility swap, and static option replication (Hull Ch. 26 continued)

    Identify and describe the characteristics and pay-off structure of the following exotic options: exchange. Describe and contrast volatility and variance swaps. Explain the basic premise of static option replication and how it can be applied to hedging exotic options. Questions: 732.1. Consider...
  2. Nicole Seaman

    P1.T3.731. Lookback and Asian (exotic) options (Hull Chapter 26 cont.)

    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: 731.1. Consider the price of an asset that begins and...
  3. Nicole Seaman

    P1.T3.730. Chooser and barrier (exotic) options (Chapter 26 cont.)

    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: 730.1 A non-dividend paying stock is currently...
  4. 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...
  5. J

    Hull - Exotic Options

    Hi David, just in terms of efficient exam preparation and to the best of your experience so far: can we expect that exam questions on Hull's Exotic Options to be conceptual only (=no calculations)? Or to be more specific: as the calculations of the different types of options ans the valuations...
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