Pricing Forward Starting Option
209 views
27.11.2022
Co-author
Affiliation
BMO
Main category
Economics (General Management)
Abstract
A forward starting option is an option whose strike price is not fully determined until an intermediate date before expiration. A model is used to compute option price, Delta, Gamma, Hedge Rho, Discount Rho, Vega and Theta.
Further information
Further reading
https://ia904709.us.archive.org/7/items/forward-starting-option/ForwardStartingOption.pdf
Language
English
DOI
Do you have problems viewing the pdf-file? Download presentation here
If the presentation contains inappropriate content, please report the presentation. You will be redirected to the landing page.