Filter by Categories
Accounting
Banking

Derivatives




Excursion Time


With respect to barrier options, it is a method to calculate the time spent outside the barrier, whereby all the counting starts from zero each time the underlying trades through the barrier from below or above. Parisian options are based on excursion time.

The excursion time is also known as the “window” of the Parisian option.



ABC
Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
Watch on Youtube
Remember to read our privacy policy before submission of your comments or any suggestions. Please keep comments relevant, respectful, and as much concise as possible. By commenting you are required to follow our community guidelines.

Comments


    Leave Your Comment

    Your email address will not be published.*