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Exotic options: Barrier options (FRM T3-42)

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The barrier option adds a barrier value (for example, H = $95.00) and it the option can either “knock-out” (ie, get knocked-out if the barrier is breached) or “knock-in” (ie, come into existence if the barrier is breached. If the barrier is below the asset price, it is either a down-and-out or down-and-in barrier option; if the barrier is above the asset price, it is either an up-and-out or up-and-in barrier option. The key valuation relationship is c(ui) + c(uo) = c and c(di) + c(do) = c. XLS: https://trtl.bz/2P1BiNr

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▶️ Texas Instruments BA II+ Calculator

1️⃣ Risk Foundations (FRM Topic 1)

2️⃣ Quantitative Analysis (FRM Topic 2)

3️⃣ Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)

4️⃣ Financial Markets and Products: Option Trading Strategies (FRM Topic 3, Hull Ch 10-12)

▶️ FM&P: Intro to Derivatives: Exotic options (FRM Topic 3)

4️⃣ Valuation and Risk Models (FRM Topic 4)

5️⃣ Market Risk (FRM Topic 5)

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6️⃣ Credit Risk (FRM Topic 6)
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