A look at ‘non-standard’ options (barriers, knock-ins and knock-outs, Asians, loopbacks, etc) and who uses them and why; including a brief look at how they are valued vs plain vanilla options.
Advanced understanding of standard options; their graphical representations, their risk measures and how they are valued. The earlier classes in this syllabus would provide that knowledge.
• Binary/digital bet options
• Range payouts
• One-touch options
• Asian options
• Barrier options Multi-asset
WHO SHOULD TAKE THIS COURSE?
Students who are already comfortable with standard options and the language including understanding uses of ‘Greek’ risk measures
These courses are included in this module