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Figure 17.1. Payoff diagram for a forward contract, a plain vanilla call option, and a cash or nothng digital option

Figure 17.1. Payoff diagram for a forward contract, a plain vanilla call option, and a cash or nothng digital option. Figure 17.2. Price of cash or nothing digital call as a function of time to maturity and price of the dollar. Figure 17.3. Graph of down-and-out barrier call.

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Figure 17.1. Payoff diagram for a forward contract, a plain vanilla call option, and a cash or nothng digital option

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  1. Figure 17.1. Payoff diagram for a forward contract, a plain vanilla call option, and a cash or nothng digital option

  2. Figure 17.2. Price of cash or nothing digital call as a function of time to maturity and price ofthe dollar

  3. Figure 17.3. Graph of down-and-out barrier call

  4. Figure 17.4. Binomial approach for barrier options

  5. Figure 17.5. Down-and-in call option

  6. Figure 17.6. Down-and-out put option

  7. Figure 17.7. Relation between barrier put price and time to maturity

  8. Figure 17.8. Payoffs of option on the average and European call option

  9. Figure 17.9. Option on the average and monitoring interval

  10. Figure 17.10. Exchange option, correlation, and volatility

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