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Metrician
  • Member for 5 years, 10 months
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2 votes
0 answers
82 views

What is the typical work-flow and skills/techniques required for someone working on Structuring Products?

2 votes
2 answers
726 views

"The potential gain of a Call Option is always incorporated in the Option's price" - Why is that?

2 votes
2 answers
335 views

Autocall pricing: what does "Lipschitz continuous parameterization" mean?

2 votes
1 answer
3k views

Static vs Dynamic Hedging: when is each one used?

1 vote
3 answers
149 views

Does a future contract's price show where investors think the underlying asset's price would be?

1 vote
1 answer
117 views

How does $1 + R = q_u · u + q_d · d $ follow from $d ≤ (1 + R) ≤u$ in the Binomial Pricing Model?

1 vote
4 answers
2k views

What book(s) would you recommend for structuring and pricing Exotic Products?

0 votes
0 answers
47 views

Is there a general method by which we can replicate a given payoff? [duplicate]

0 votes
1 answer
6k views

What's the difference between a normal Autocall and a Phoenix Autocall?

0 votes
0 answers
2k views

How should I interpret this Put Option delta graph?