basket option

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• Basket Option — A type of option whose underlying asset is a basket of commodities, securities, or currencies. A currency basket option provides a cheaper method for multinational corporations to receive/sell a basket of several currencies for one specified… …   Investment dictionary

• Option style — In finance, the style or family of an option is a general term denoting the class into which the option falls, usually defined by the dates on which the option may be exercised. The vast majority of options are either European or American (style) …   Wikipedia

• Basket options — Packages that involve the exchange of more than two currencies against a base currency at expiration. The basket option buyer purchases the right, but not the obligation, to receive designated currencies in exchange for a base currency, either at …   Financial and business terms

• basket options — Packages that involve the exchange of more than two currencies against a base currency at expiration. The basket option buyer purchases the right, but not the obligation, to receive designated currencies in exchange for a base currency, either at …   Financial and business terms

• Basket-Zertifikat — Zertifikate sind Wertpapiere und zählen zu den strukturierten Finanzprodukten. Sie werden von Banken emittiert und vorwiegend an Privatkunden verkauft; sie sind daher klassische Retail Produkte. Mit Zertifikaten wird auch dem Privatanleger… …   Deutsch Wikipedia

• Rainbow option — (or basket option) is a derivative exposed to two or more sources of uncertainty, as opposed to a simple option that is exposed to one source of uncertainty, such as the price of underlying asset. Rainbow options are usually calls or puts on the… …   Wikipedia

• Monte Carlo methods for option pricing — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… …   Wikipedia

• Altiplano Option — A type of mountain range option that offers a specific coupon payout in addition to the features of a vanilla option. Altiplano options are a type of basket option, in that there is more than one underlying security. As such, the pricing is… …   Investment dictionary

• Exotic option — In finance, an exotic option is a derivative which has features making it more complex than commonly traded products (vanilla options). These products are usually traded over the counter (OTC), or are embedded in structured notes.Consider an… …   Wikipedia

• Monte Carlo option model — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. The term Monte Carlo method was coined by Stanislaw Ulam in the… …   Wikipedia

• Himalayan Option — An exotic equity option belonging to a class known as mountain range options. Himalayan options are based on a basket of underlying securities, as opposed to the typical listed (vanilla) option, which has one underlying security. The payout for a …   Investment dictionary