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Lookback option information


Lookback options, in the terminology of finance, are a type of exotic option with path dependency, among many other kind of options. The payoff depends on the optimal (maximum or minimum) underlying asset's price occurring over the life of the option. The option allows the holder to "look back" over time to determine the payoff. There exist two kinds of lookback options: with floating strike and with fixed strike.

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Lookback option

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Lookback options, in the terminology of finance, are a type of exotic option with path dependency, among many other kind of options. The payoff depends...

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Option style

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theoretically) between European and American: A lookback option is a path dependent option where the option owner has the right to buy (sell) the underlying...

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Exotic option

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Compound option Constant proportion portfolio insurance Digital/Binary option Lookback Rainbow option Timer call Variance swap Bermudan options Brian Palmer...

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Look Back

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from the album California, 2018 Lookback option, a type of finance option Don't Look Back (disambiguation) Lookback distance, a type of astronomical...

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Real options valuation

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Real options valuation, also often termed real options analysis, (ROV or ROA) applies option valuation techniques to capital budgeting decisions. A real...

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Monte Carlo methods for option pricing

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widely used in valuing path dependent structures like lookback- and Asian options and in real options analysis. Additionally, as above, the modeller is not...

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Liquidity risk

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the upper bound for a security illiquidity discount is by using a Lookback option, where the premia is equal to the difference between the maximum value...

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QuantLib

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evaluate include Options Asian options Basket options Cliquet options Compound options Digital options Lookback options Vanilla options Bonds Amortizing...

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Alfred Galichon

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approach to no-arbitrage bounds given marginals, with an application to lookback options". The Annals of Applied Probability. 24 (1): 312–336. arXiv:1401.3921...

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Government debt

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Interest rate Lookback Mountain range Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit...

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Local volatility

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volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the current asset...

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FuboTV

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features like Cloud DVR storage, pausing and unpausing live streams and lookback of previously aired content for 72 hours Fubo offers two simultaneous streams...

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International tax planning

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Interest rate Lookback Mountain range Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit...

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Russell Wilson

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Retrieved January 8, 2021. Kinsinger, Graham (September 20, 2020). "Instant Lookback: Russell Wilson Throws Five Touchdowns In Primetime". Seahawks.com. Retrieved...

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Worms 2

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 16. Retrieved 16 May 2020. Day, Ashley (2 February 2006). "Developer Lookback: Team 17". Retro Gamer. No. 21. p. 65. Retrieved 10 May 2020. Day, Ashley...

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1989 Davao hostage crisis

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"#Journeyto30 Hostage drama". The Philippine Star. Retrieved April 24, 2016. "LOOKBACK: The Davao hostage crisis of 1989: Part 1". Philippine Daily Inquirer....

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Corporate bond

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is rare for corporate bonds. Some corporate bonds have an embedded call option that allows the issuer to redeem the debt before its maturity date. These...

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SABR volatility model

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{\displaystyle \sigma _{\textrm {impl}}} of the option. Namely, we force the SABR model price of the option into the form of the Black model valuation formula...

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Tax policy

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Interest rate Lookback Mountain range Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit...

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Maniac Mansion

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2012-09-11. Retrieved June 26, 2012. Wild, Kim (July 20, 2006). "Developer Lookback – LucasArts – Part One". Retro Gamer (27). Bournemouth: Imagine Publishing:...

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Minibond

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Interest rate Lookback Mountain range Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit...

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State of Palestine

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memorandum". Question of Palestine. Retrieved 2 March 2024. Sofuoglu, Murat. "A lookback at the Zionist terrorism that led to Israel's creation". Has Israel been...

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Sensible Soccer

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United Kingdom: Imagine Publishing. 2010. pp. 224-231 (228-9). "Developer Lookback: Being Sensible". Retro Gamer (33): 36–41. January 2007. Jon Hare interview...

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Pong

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Retrieved 17 April 2016. Retro Gamer Staff (August 2008). "Developer Lookback: Konami Part I". Retro Gamer. No. 53. p. 25. "Pong". The Strong National...

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