A type of option whereby the underlying assets are typically a basket of specific commodities, securities, or currencies. This type of option will provide a less costly method of investment for multinational corporations to receive or sell a basket of several currencies in exchange for one specified currency.
Related information about basket option:
- Basket option - Wikipedia, the free encyclopedia
Basket option. From Wikipedia, the free encyclopedia. Jump to: navigation, search. A basket option is a financial derivative, more specifically an exotic option , ...
- Basket Option Definition | Investopedia
A type of financial derivative where the underlying asset is a group of commodities, securities or currencies. Like other options, a basket option gives the holder ...
- How do I use a "basket" option?
A basket option is an option with an underlying asset "basket" of securities, currencies or commodities. Basket options are a popular way to hedge.
- Basket Option
A basket option is an option whose payoff is linked to a portfolio or.
- Basket Option - Financial Dictionary - The Free Dictionary
An option contract in which the underlying asset consists of several different assets. For example, a basket call may give one the right, but not the obligation, ...
- technical article 5 - Wilmott
(European) basket option is very simple. .... More precisely after rewriting the payoff of the basket option as ... The basket option price is now approximated by ...
- Basket Option Pricing: Step by Step | (R news & tutorials)
May 8, 2010 ... I find options fascinating because they deal with the abstract ideas of volatility and correlation, both of which are unobservable and can often ...
- SuperDerivatives - Glossary - Worst Of option
The payout of a worst of basket option is the lower of the payoffs of a vanilla European option on each asset. Buying a worst of basket option therefore provides ...