Friday, October 27, 2006

Pricing Turbo Warrants

Here

Today was the first I have ever heard about Turbo Warrants.

A Turbo Warrant call is:
- a barrier knock-out option paying a ...
- small rebate to the holder if the barrier is hit and
- with the barrier typically in-the-money.

©2006 Marc Adler - All Rights Reserved

No comments: