'Basket options' presentation slideshows

Numerical Methods for Option Pricing

466 views • 21 slides

A Guide to Pricing Equity Basket Option

A Basket Option is an option whose payoff depends on the value of a portfolio or basket of assets. The assets in an equity basket option could be equity indices or individual equities. A basket option can be used to hedge the risk exposure to or speculate the market move on the underlying stock basket. This presentation gives an overview of equity basket option definition and valuation. You can find more information at http://www.finpricing.com/lib/EqBasket.html

195 views • 13 slides

Quanto Basket Min Lookback Asian.Matlab Application.

331 views • 12 slides