IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789812838636_0021.html
   My bibliography  Save this book chapter

Risk Management: Exotics And Second-Generation Options

In: Derivatives, Risk Management & Value

Author

Listed:
  • Mondher Bellalah

    (Université de Cergy-Pontoise, France)

Abstract

The following sections are included:Chapter OutlineIntroductionExchange OptionsForward-Start OptionsPay-Later OptionsSimple Chooser OptionsComplex ChoosersCompound OptionsThe call on a call in the presence of a cost of carryThe put on a call in the presence of a cost of carryThe formula for a call on a put in the presence of a cost of carryThe put on a put in the presence of a cost of carryOptions on the Maximum (Minimum)The call on the minimum of two assetsThe call on the maximum of two assetsThe put on the minimum (maximum) of two assetsExtendible OptionsThe valuation contextExtendible callsEquity-Linked Foreign Exchange Options and QuantosThe foreign equity call struck in foreign currencyThe foreign equity call struck in domestic currencyFixed exchange rate foreign equity callAn equity-linked foreign exchange callBinary Barrier OptionsPath-independent binary optionsStandard cash-or-nothing optionsCash-or-nothing options with shadow costsStandard asset-or-nothing optionsAsset-or-nothing options with shadow costsStandard gap optionsGap options with shadow costsSupersharesLookback OptionsStandard lookback optionsOptions on extremaOn the maximumOn the minimumLimited risk optionsPartial lookback optionsSummaryQuestionsReferences

Suggested Citation

  • Mondher Bellalah, 2009. "Risk Management: Exotics And Second-Generation Options," World Scientific Book Chapters, in: Derivatives, Risk Management & Value, chapter 21, pages 877-915, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812838636_0021
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789812838636_0021
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789812838636_0021
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789812838636_0021. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.