新版FRM备考资料下载
  • 考纲对比
  • 学习计划
  • 思维导图
  • 复习资料
  • 历年真题
  • 词典及公式

FRM一级考试中Exotic Option包含知识点有哪些?

备考FRM一级考试,考生需要对Exotic Option包含的知识点有所了解!具体包含哪些内容,下文是详细介绍!

>>>点击领取2021年FRM备考资料大礼包(戳我免·费领取)

2021FRM备考资料大礼包

Exotic Option主要包含的内容:

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

点击了解详情

期权持有者在期权有效期内可以向期权卖方“喊价”,在期权到期时,期权持有者的收益等于常规期权收益与喊价时期内涵值的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网课


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