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ABSTRACT: <br /> <br /> <br /> <br /> <br /> Asian options are a type of a path dependent options where the terminal payoffs depends on a some form of averaging of the price of the underlying asset over a part or a whole life of the options. It can be classified by...
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| Format: | Final Project |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/6692 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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id-itb.:66922017-09-27T11:43:03Z#TITLE_ALTERNATIVE# Harapan (NIM 10103024), Riswan Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/6692 ABSTRACT: <br /> <br /> <br /> <br /> <br /> Asian options are a type of a path dependent options where the terminal payoffs depends on a some form of averaging of the price of the underlying asset over a part or a whole life of the options. It can be classified by the average form into two types, arithmetic and geometric average. By forms of the payoffs, it also can be classified into two other types, average value and average strike Asian options. The pricing formula of an Asian option can be done with analytically or numerically. text |
| institution |
Institut Teknologi Bandung |
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Institut Teknologi Bandung Library |
| continent |
Asia |
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Indonesia Indonesia |
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Institut Teknologi Bandung |
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Digital ITB |
| language |
Indonesia |
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ABSTRACT: <br />
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Asian options are a type of a path dependent options where the terminal payoffs depends on a some form of averaging of the price of the underlying asset over a part or a whole life of the options. It can be classified by the average form into two types, arithmetic and geometric average. By forms of the payoffs, it also can be classified into two other types, average value and average strike Asian options. The pricing formula of an Asian option can be done with analytically or numerically. |
| format |
Final Project |
| author |
Harapan (NIM 10103024), Riswan |
| spellingShingle |
Harapan (NIM 10103024), Riswan #TITLE_ALTERNATIVE# |
| author_facet |
Harapan (NIM 10103024), Riswan |
| author_sort |
Harapan (NIM 10103024), Riswan |
| title |
#TITLE_ALTERNATIVE# |
| title_short |
#TITLE_ALTERNATIVE# |
| title_full |
#TITLE_ALTERNATIVE# |
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#TITLE_ALTERNATIVE# |
| title_full_unstemmed |
#TITLE_ALTERNATIVE# |
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#title_alternative# |
| url |
https://digilib.itb.ac.id/gdl/view/6692 |
| _version_ |
1820663950155448320 |