備考FRM一級考試,考生需要對Exotic Option包含的知識點(diǎn)有所了解!具體包含哪些內(nèi)容,下文是詳細(xì)介紹!

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Exotic Option主要包含的內(nèi)容:

1. Gap Options

Gap call options

Gap put options

2. Bermudan option

Early exercise may be restricted to certain dates

3. Compound option

Options on options

4. Chooser option

After a specified period of time, the holder can choose whether the option is a call or a put

5. Shout option

點(diǎn)擊了解詳情

期權(quán)持有者在期權(quán)有效期內(nèi)可以向期權(quán)賣方“喊價(jià)”,在期權(quán)到期時(shí),期權(quán)持有者的收益等于常規(guī)期權(quán)收益與喊價(jià)時(shí)期內(nèi)涵值的zui大值

6. Asian option

Payoff depends on the arithmetic average of the price of the undertying asset during the life of the option

7. Barrier option

knock-out option:up-and-out call、down-and-out call、up-and-out put、down-and-out put

knock-in option:up-and-in call、down-and-in call、up-and-in pat、down-and-in put

FRM網(wǎng)課


8. Binary option

The cash-or-nothing binary option pays some fixed amount of cash if the option expires In-the-money;

The asset-or-nothing pays the value of the underlying security。

9. Lookback option

Payoff depends on the maximum or minimum price of the underlying asset