MERCADOS FINANCIEROS

OPCIONES EXOTICAS

Introduction

An Introduction to the Hedging Greeks

Option Terminology

Average Strike Option

Balloon Options

Barrier Option

Basket Options

Bi-Forward

Boosted Forward

Box Trade

Break Forward

Chooser Option

Cliquet

Compound Options

Coupe Options

Differences in Theoretical and Actual Prices of Double Knock-Out and Binary Range FX Options

Digital Options

Discount Purchase Agreement

Double Barrier Option

Double Knockin Options

Double Knockout Options

Early Double Knockin

Early Double Knockout

Early Ending Knockin

Early Ending Knockout

Early Knockin Knockout

Early Reverse Knockin

Early Reverse Knockout

Early Secured Knockin

Enhanced Numerical Methods for Options with Barriers (PDF)

European Knockout Options

Fade In Option

Fade Out Option

Flexi Range Floater

Floating Rate Par Forward

Foreign Exchange Knock-In Option

Foreign Exchange Knock-Out Option

Full Knockin Partial Knockout

Full Knockout Partial Knockin

Full Partial Double Knockin

Full Partial Double Knockout

Futures Contracts

Implied Forwards

Ladder Options

Late Double Knockin

Late Double Knockout

Late Knockin Knockout

Late Reverse Knockin

Late Reverse Knockout

Late Secured Knockin

Late Starting Knockin

Late Starting Knockout

Libor Set In Arrears

Lookback Options

Mini Max Floater

One Touch Digitals

Passport Options with Stochastic Volatility (PDF)

Pricing Formulas for Double Knock-Out and Binary Range Options (PDF)

Protected Double No Touch

Reverse Knockin Options

Reverse Knockout Options

The Risks in Pricing Options with 'In The Money' Barriers

Risk Reversal

Rolling Par Forward

Seagull

Shout Options

Structured Assets

Structured Products

Super Floater

Valuation of Exotic Options Under Shortselling Constraints (PDF)

Window Barriers

SWAPS

Accordion Swap

Adjustable Swap

Asset Swap

Basis Swap

Callable Swap

Cancellable Swaps

Constant Maturity Swap

Credit (Default) Swaps

Cross Currency Swap

Double Rate Swaps

Exotic Swaps

Extendible Swap

Hedging Swaps

Incremental Fixed Swap

Interest Rate Swaps

Knock-In Swaption

Knock-Out Swaption

Libor Regulating Swap

Limit Swap

Linear Forex-Linked Swap

More Than You Ever Wanted to Know About Volatility Swaps (PDF)

Payer Swaptions

Pricing and Valuation of Currency Swap

Putable Swap

Quanto Swaps

Receiver Swaption

Subsidized Swap

Spreadlock

Swaps and Caps

Swap Difference Agreement

Swap Options

Swaptions for borrowers

Swaptions for cash managers

Total (Rate of) Return Swaps

DERIVATIVES RATE INTERES

Barrier Cap

Barrier Floor

Bounded Barrier Cap

Bounded Barrier Floor

Bounded Cap

Bounded Floor

Cap

Caption

Chooser Flexible Cap

Chooser Flexible Floor

Contingent Premium Cap

Collar

Differential Interest Rate Fix 

European Range Deposit

Flexible Cap

Flexible Floor

Floor

Floortion

Forward Spread Agreement

FRA ( Forward Rate Agreement)

Forward Rate Locks 

Knockin Forward

Knock-In Caps and Floors

Knock-Out Caps and Floors

Mark-to-Market Cap

Momentum Cap

Momentum Floor

Moving Average Cap

Moving Average Floor

N-Cap

Par Forward

Participating Cap

Participating Forward

Q-Cap

Q-Floor

Range Floater

Reflex Cap

Rental Caps and Floors

Resettable Range Deposit

Reverse Floater

Rolling Cap

Rolling Floor

Super Flexible Caps and Floors

Wedding Cake Deposit

Zero Premium Cap

GLOSSARY