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Ins and Outs of Barrier Options

Barrier options are extensions of standard stock options. Standard calls and puts have payoffs that dependon one market level: the strike. Barrier options have payoffs that depend on two market levels: the strike and the barrier.

Ins and Outs of Barriers Part 1

Part 2, expands on this presentation. Somewhat more more exotic barrier options are explored, and a summary of the mathematical theory behind the valuations is present.

Ins and Outs of Barriers Part 2


Published in Finance