Search
Generic filters
Filter by Categories
Accounting
Banking

Derivatives




Quanto Barrier Option


An exotic barrier option whose payoff is often paid in a currency other than the underlying currency pair. For instance a barrier option can have the USD/JPY pair as its underlying exchange rate while its payoff is denominated in EUR. The exchange rate for EUR/JPY is pre-specified.

This option has the features of both a quanto option and a barrier 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    Your email address will not be published.*