Basket options

Packages that involve the exchange of more than two currencies against a base currency at expiration. The basket option buyer purchases the right, but not the obligation, to receive designated currencies in exchange for a base currency, either at the prevailing foreign exchange market rate or at a prearranged rate of exchange. Multinational corporations with multicurrency cash flows frequently use basket options because it is generally cheaper to buy an option on a basket of currencies than to buy individual options on each of the currencies that make up the basket.

Basket Option

An option contract in which the underlying asset consists of several different assets. For example, a basket call may give one the right, but not the obligation, to buy more than one currency at the strike price (which is denominated in a currency other than any in the underlying). A basket option provides a way for a corporation to hedge against several different risks at the same time and to do so more cheaply. However, a rainbow option is exposed to the risk that only some, rather than all, of the underlying assets will move in the direction benefiting the holder. A basket option is also called a rainbow option.

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They have approximately twenty-five different pre-arranged gift pack and gift basket options, which can be quickly and conveniently browsed on their gift basket quick comparison page, which includes pricing.

The company thoughtfully arranges many gift basket options featuring their Alaskan-grown products.

Gift Baskets

r=0) basket options ": complicated financial structures that allow hedge funds to treat, or critics say, disguise, short-term financial transactions as long-term investments.

Will Trump's IRS Pick Help Robert Mercer Eliminate His Company's $7 Billion Tax Bill?

applauded Treasury and the IRS's move, stating they're heeding his call to them in June to take action and "bring the hammer down on these basket options once and for all.

IRS, Treasury Close Alt Investment Tax Loophole

Using basket options to convert short-term gains into long-term gains.

Taxing Times

Other gift basket options include premium baskets meant to impress, and goodie baskets meant to be shared with the entire office.

Ingallina's Box Lunch Kicks Off the Holiday Season with New Holiday Party Platters and Gift Baskets

The hotel is offering three picnic basket options, and services of an Andaz Picnic Host to arrange a perfect picnic.

-Andaz 5th Avenue Announces Picnic Service for Guests

Vanmaele, 2004, Pricing of Arithmetic Basket Options by Conditioning, Insurance: Mathematics and Economics, 34: 55-77.

Minimizing the risk of a financial product using a put option

Available in a variety of clever themes -- including a Taste of Italy, Sushi Starter Kit, Beers from Around the World and Bedtime Bath for Baby -- Roundy's showcases its full array of gift basket options in catalogs available in all stores.

Roundy's Touts Christmas Gift Options

Her idea of plain vanilla includes complicated multi-currency basket options whose price depends on volatilities and correlations of all the currencies in the basket, and other financial engineering inventions that look plain only to quants comfortable with long equations full of Greek letters.

Visionary CFOs: who are they, and how can you become one?

Other newly added models include FX Basket Models with Dupire, Bates, or Local Stochastic Volatility Models for individual equities, enabling greater flexibility for users when choosing pricing models--whether for hedging multi-currency exposures or for diversifying risk by purchasing Basket options.

New Inflation Market Models Unveiled in the New Release of Numerix CrossAsset

Future targeted enhancements will include additional models such as pre-paid forwards, basket options, and variance swaps.