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EQUITY AND FX DERIVATIVES
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| Barrier
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BARRIER
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OPTIONS
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| Single Barrier Option
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| Reiner and Rubinstein (1991)
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Up and In Call
(cui)
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0.0
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Down and In Call
(cdi)
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0.0
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Stock price
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Up and In Put
(pui)
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0.0
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Up and In Put
(pdi)
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0.0
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Strike price
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Up and OutCall
(cuo)
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0.0
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Up and Out Call
(cdo)
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0.0
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Risk Free
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Up and Out Put
(puo)
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0.0
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Up and Out Put
(pdo)
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0.0
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Volatility
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Delta
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0.0
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Time
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Gamma
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0.0
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Div Yield
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Rho
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0.0
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Barrier
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Theta
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0.0
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Rebate
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Vega
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0.0
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