第十六章 汇率连动选择权(Quanto Options) 一、 4种不同汇率连动
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quanto reset options 双币种重置期权
Quanto barrier options 双币种障碍期权
Quanto option is a kind of exotic options and its income depends on not only the change of price in foreign assets, but also the fluctuations of exchange rate.
双币种期权就是其中的一种,其收益不仅依赖于外国资产价格的变化,还受到汇率波动的影响。
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