It includes Plain Vanilla Options
, Asian Options, all kinds of Barrier Options, Binary / Digital Options and Look-back Options.
With the current market uncertainties, it is timely to look at vanilla options
as basic building blocks to tailor the risk vs.
The ModBod Shakes come in sucralose-sweetened Chocolate and stevia-sweetened Vanilla options
Saxo Bank offers Forex Vanilla Options
for currency crosses including Gold and Silver, and Forex Binary Touch Options on six of the most traded currency crosses.
Ladder options can be valued as combinations of barrier options and vanilla options
(De Weert, 2008).
Moreover, model specification is relatively less important when vanilla options
are concerned, since they are actively traded in the market and a great deal of information on the value of these options is readily available.
As implied volatilities are down significantly (45% for the RTS Index) and have almost reached their pre-crisis levels, plain vanilla options
now look less expensive than they did two-three months ago.
Some companies made limited use of vanilla options
In terms of launches, the Coke and Diet Coke Vanilla options
started well but both fell away by the year end.
The book then guides the reader into the pricing of vanilla options
in continuous time, i.
If selling downside options, the Bank would much rather enter a conservative strategy such as selling EURCHF put spreads, rather than selling plain vanilla options
com)-- The commodity derivatives such as swaps, forwards and vanilla options
can now be made available through the firm's valuation service.