Multi-hurdle barrier options
REAL-LIFE PROBLEMS, INNOVATIVE SOLUTIONS
BACKGROUND: The sophistication of the FX options market now means that the only restriction to the structures that can be offered is imagination itself.
One of the recent developments in the market is a new type of barrier option that provides the building block for strategies that have recently started to filter into the market (for example, Target Redemption Note and Auto Callable Note).
This barrier is neither European (monitored only at expiry date), nor American (monitored during the whole
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