Exotic Options definition

Exotic Options means barrier options (and such other non-vanilla options as approved by UBS from time to time).
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Exotic Options means barrier options, non-vanilla options and other options from time to time determined by UBS to be non-standard, including options so defined in the FX Definitions.
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Examples of Exotic Options in a sentence

  • The results with sales-scaled FXD position are reported in Appendix IA.K. Relation to Exotic Options Crisis Most of the options in the sample are Knock-In/Knock-Out (KIKO) exotic options that many small and medium-size enterprises entered into before the financial crisis.

  • Wilmott, supra note 177, at 969-987 (describing methods for hedging barrier options using “vanilla” exchange-traded options); see also Peter Carr, Katrina Ellis & Vishal Gupta, Static Hedging of Exotic Options, 53 J.

  • AssessmentFinal Examination: 60 marks | Internal Assessment: 40 marks TextbooksElements of Structured Finance by Ann Rutledge, Sylvain Raines (2009), Oxford University Press.Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes by Harry M.

  • See Exotic Options, Research Program in Finance Working Papers RPT-220 (Stanford: University of California at Berkeley), www.kaas.berkeley.edu/ ęroups/finance/WP/rpf220.pdf.

  • Ito Processes, Ito’s Lemma, B-S-M Differential Equation, Chapter13 17 Black Scholes, Option Greeks and Implied Volatilities, Chapter 17, 18 18 Exotic Options, Chapter 2419 Credit Derivatives, Chapter 2320 SlackText: John C.

  • Exotic Options and Swaps Product Specifications Rule 801(1) — Fixed for Floating IRSA Fixed for Floating IRS is an Interest Rate Swap for which settlement is in the form of periodic fixed interest payments and a stream of periodic floating interest payments based on an interest rate over a term to maturity.

  • Zhang, P.G. Exotic Options: A Guide to Second Generation Options, 2nd ed.; World Scientific Publushing Co. Pte.

  • Clusters of Exotic Options (CEO)Operators reading and writing exotic options cluster together in n-dimensional, terminable or interminable permutations, perpetually making, unmaking, and remaking their nonorientableeconomic surface along a moving horizon.

  • The percentage of electronically confirmed OTC derivatives transactions by volume ranges from 99% for credit derivatives to 89% for FX Non-Deliverable Forwards, 84% for Interest Rate derivatives, 70% for FX Vanilla Non- Deliverable Options, 40% for Equity derivatives and 23% for FX Simple Exotic Options.

  • It also discusses the Complex Derivatives like Greeks & Exotic Options, Financial Swaps etc.Learning Outcomes:After completion of this paper:• Students will understand the need of financial derivatives.• It will enable the students to select right kind of derivatives amongst forward, futures, options, Greeks, swaps for risk hedging.• Understand the option pricing models.• Able to distinguish among hedging, speculation and arbitrage.

Related to Exotic Options

  • 3(i) Option means an Option granted pursuant to Section 3(i) of the Ordinance to any person who is Non- Employee.

  • Options means any rights, warrants or options to subscribe for or purchase shares of Common Stock or Convertible Securities.

  • Vested Options means the Options that have vested in accordance with Section 2.2 of this Agreement.

  • Rollover Options has the meaning provided in Subsection 3.1(h).

  • Optioned Stock means the Common Stock subject to an Option.

  • Parent Options means options or other rights to purchase shares of Parent Common Stock issued by Parent.

  • SARS means the South African Revenue Service.

  • Company Stock Options means any option to purchase Company Common Stock pursuant to any Company Stock Plans.

  • Stock Index Option means an exchange traded option entitling the holder, upon timely exercise, to receive an amount of cash determined by reference to the difference between the exercise price and the value of the index on the date of exercise.

  • Share Appreciation Right means the right pursuant to an Award granted under Section 8 below to receive an amount equal to the excess, if any, of (i) the aggregate Fair Market Value, as of the date such Award or portion thereof is surrendered, of the Shares covered by such Award or such portion thereof, over (ii) the aggregate Exercise Price of such Award or such portion thereof.

  • Rights or Options means warrants, options or other rights to purchase or acquire shares of Common Stock or Convertible Securities.

  • Stock Reload Option means any option granted under Section 6.3, below, as a result of the payment of the exercise price of a Stock Option and/or the withholding tax related thereto in the form of Stock owned by the Holder or the withholding of Stock by the Company.

  • Stock Options means the collective reference to "Incentive Stock Options" and "Other Stock Options".

  • Reload Option means any Option granted under Section 6(a)(iv) of the Plan.

  • Vested Shares means "Vested Shares" as defined in the Award Agreement.

  • Top-Up Option has the meaning set forth in Section 1.04(a).

  • Tandem Stock Appreciation Right means the right to surrender to the Company all (or a portion) of a Stock Option in exchange for an amount in cash and/or stock equal to the difference between (i) the Fair Market Value on the date such Stock Option (or such portion thereof) is surrendered, of the Common Stock covered by such Stock Option (or such portion thereof), and (ii) the aggregate exercise price of such Stock Option (or such portion thereof).

  • Optioned Shares means Shares subject to an Award granted pursuant to this Plan.

  • Non-Tandem Stock Appreciation Right means the right to receive an amount in cash and/or stock equal to the difference between (x) the Fair Market Value of a share of Common Stock on the date such right is exercised, and (y) the aggregate exercise price of such right, otherwise than on surrender of a Stock Option.

  • Parent Option means an option to purchase shares of Parent Common Stock.

  • Number of Options For each Component, as provided in Annex A to this Confirmation.6 Option Entitlement: One Share Per Option Strike Price: USD [_____] Cap Price: USD [_____]; provided that in no event shall the Cap Price be reduced to an amount less than the Strike Price in connection with any adjustment by the Calculation Agent under this Confirmation.

  • Share Option means a Nonqualified Share Option or an Incentive Share Option.

  • Vested Option means any Option, which has already been vested according to the Vesting Dates.

  • Director Option means an Option granted pursuant to Section 6.

  • Phantom Shares means an Award of the right to receive Shares issued at the end of a Restricted Period which is granted pursuant to Section 6(e) of the Plan.

  • Tandem Appreciation Right means an Appreciation Right granted pursuant to Section 5 of this Plan that is granted in tandem with an Option Right.