- DAX Futures Option by Barry Goldsmith
DAX Futures Option is an American option that settles into a DAXâ Futures (q. V.) contract. Payment of the option premium is "futures-style, which means none of it occurs immediately, and a piece of it occurs with each daily mark-to-market. An implication of this is that the "buyer" (really, the "long" ...
- BUND Futures Option by Barry Goldsmith
BUND Futures Option is an American option that settles into a BUND Futures (q. V.) contract. Payment of the option premium is "futures-style, which means none of it occurs immediately, and a piece of it occurs with each daily mark-to-market. An implication of this is that the "buyer" (really, the "long" ...
- BOBL Futures Option by Barry Goldsmith
BOBL Futures Option is an American option that settles into a BOBL Futures (q. V.) contract. Payment of the option premium is "futures-style, which means none of it occurs immediately, and a piece of it occurs with each daily mark-to-market. An implication of this is that the "buyer" (really, the "long" ...
- Margrabe Option by Barry Goldsmith
Margrabe Option is the option to exchange one asset for another. Margrabe (1978) showed several applications for this sort of option (margin account, corporate exchange offer, and standby commitment) and derived a model for pricing this option ...
- Knockout Option by Barry Goldsmith
Knockout Option is an option that "dies" when a trigger event occurs. Typically when a price crosses a particular barrier it pulls the trigger. (Cf. Knockin Option.).