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Chap 22

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Exotic Options Chapter 22
Types of Exotics ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Packages (page 529) ,[object Object],[object Object],[object Object],[object Object]
Non-Standard American Options (page 530) ,[object Object],[object Object],[object Object]
Forward Start Options (page 531) ,[object Object],[object Object],[object Object]
Compound Option (page 531) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Chooser Option “As You Like It” (page 532) ,[object Object],[object Object],[object Object]
Chooser Option as a Package
Barrier Options (page 535) ,[object Object],[object Object],[object Object],[object Object]
Barrier Options (continued) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Parity Relations ,[object Object],[object Object],[object Object],[object Object]
Binary Options (page 535) ,[object Object],[object Object],[object Object],[object Object]
Decomposition of a Call Option ,[object Object],[object Object],[object Object]
Lookback Options (page 536) ,[object Object],[object Object],[object Object],[object Object],[object Object]
Shout Options (page 537) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Asian Options (page 538) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Asian Options ,[object Object],[object Object]
Exchange Options (page 540) ,[object Object],[object Object],[object Object]
Basket Options (page 541) ,[object Object],[object Object]
How Difficult is it to Hedge Exotic Options? ,[object Object],[object Object]
Static Options Replication (Section 22.13, page 541) ,[object Object],[object Object],[object Object]
Example ,[object Object],[object Object],[object Object],[object Object]
Example (continued) ,[object Object],[object Object],[object Object],[object Object],[object Object]
Example continued (See Table 22.1, page 543) ,[object Object],[object Object],[object Object],[object Object],[object Object]
Example (continued) ,[object Object],[object Object],[object Object]
Using Static Options Replication ,[object Object],[object Object]

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Chap 22