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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2021FRM備考資料大禮包

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