Abstract

https://ssrn.com/abstract=2372613
 


 



Opciones Exóticas (Exotic Options)


Juan Mascareñas


Universidad Complutense de Madrid

December 28, 2013


Abstract:     
En esta monografía se aborda el estudio de las opciones exóticas, que son aquellas cuya estructura de pagos difiere de la de las opciones de compra y venta clásicas. Las opciones exóticas revisadas son: asiáticas, barrera, lookback, shout, ladder, ratchet, cap, floors, collars, quanto, exchange, cesta, arco iris, chooser, diferidas, con precio contingente, compuestas, y digitales o binarias.

In this monograph the exotic options are studied; they have a pay out structure very different to the plain vanilla options. The monograph revise the following options: Asian, barrier, look back, shout, ladder, ratchet, cap, floors, collars, quanto, exchange, basket, rainbow, chooser, forward start, contingent premium, compounds, and digital or binary

Note: Downloadable document is in Spanish.

Number of Pages in PDF File: 45

Keywords: Exotic options, Asian, barrier, look back, shout, ladder, ratchet, cap, floors, collars, quanto, exchange, basket, rainbow, chooser, forward start, contingent premium, compounds, digital binary

JEL Classification: G13


Open PDF in Browser Download This Paper

Date posted: December 29, 2013  

Suggested Citation

Mascareñas, Juan, Opciones Exóticas (Exotic Options) (December 28, 2013). Available at SSRN: https://ssrn.com/abstract=2372613 or http://dx.doi.org/10.2139/ssrn.2372613

Contact Information

Juan Mascareñas (Contact Author)
Universidad Complutense de Madrid ( email )
Avda. de Séneca 2
Madrid, 28040
Spain
HOME PAGE: http://www.ucm.es
Feedback to SSRN


Paper statistics
Abstract Views: 1,183
Downloads: 593
Download Rank: 33,879