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This articles explores Asian options, and offers an Excel spreadsheet based on geometric and arithmetic averages. Of the many types of exotic options that are available for investors, Average Rate Options or, as they are better known, Asian Options are some of the most practical.

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View Asian from UNKNOWN at European Business School - Salamanca Campus. Asian Options Iris Mack, MBA/PhD Options Trading Desk x Outline of Asian Options.

The Call option premium is calculated at the bottom of the file Table Monte Carlo Simulation for Pricing Asian Options This spreadsheet set up a MSC for pricing Asian options.

Views: 8893 Date: 25.06.2019 Favorited:46
Category: Asian

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