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Exotics Options

Black & Scholes Accrual Option (Up/Down)

A contract valuing the payoff proportional to when the asset price hits the barrier.

Black & Scholes Binary Option

A contract valuing the binary payoff when the asset price hits (or does not) the barrier.

Black & Scholes Fixed Lookback Option 

A contract valuing the maximum payoff against a strike.

Black & Scholes Floating Lookback Option  

A contract valuing the maximum payoff against the asset price final value at expiry.

Black & Scholes Corridor Option  

A contract paying an ongoing daily, weekly or monthly rebate only whenever the asset price is between the lower and higher barrier. Otherwise the option contribution equals zero.

 

BEUMÉE FINANCE 

Quant Consulting

Financial Derivatives

Mathematical Explanations

Digital Software

PROFESSIONAL STANDARD FINANCIAL MODELS FOR:

Investment Houses - Boutique & Bulge

Exotics Investors

Governments

Hedge Funds

Universities

Researchers

Traders

Stockbrokers

 

 

INDUSTRIES

Oil & Gas

Energy

Metals

Money (FX)

Equities

Futures Market

Loans Markets

Credit Markets

Bonds Markets

Securitisation

International Fixed Income Markets

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