# down-and-in barrier option

A type of barrier option in which the spot price of the underlying is set above the barrier level, and the price of the underlying must close lower in order for the option to be exercised. It is named "down-and-in" because the right to exercise the option appears if the price of the underlying is below the barrier.

Related information about down-and-in barrier option:
1. What is down-and-in barrier option? definition and meaning
Definition of down-and-in barrier option: A type of barrier option in which the spot price of the underlying is set above the barrier level, and the price of the ...

2. Discussion Papers in Economics - University of York
Jul 26, 2003 ... For completeness the value of a "down-and-in" barrier option on leveraged equity is here reported. The value of a "down-and-in" call Cdi (V,t,U) ...

3. Asset pricing in derivatives market
Let B = S0db with b a positive integer and K>B. Our goal is to compute the price at time t = 0 of the down and in barrier option with pay-off at time t = N given by ...

4. Variance Reduction Techniques in Pricing Financial Derivatives
(ImpSamp-h) Monte Carlo heuristics estimates, and ratios of errors for a down- and-in barrier option (σ = 0.3, r = 0.1, S(0) = 100, K = 100, T = 0.2, m = 50, H = 95, ...

5. Pricing Credit Default Swaps under Lévy Models - Kuleuven - KU ...
Nov 22, 2004 ... the price of a binary down-and-in barrier option with barrier L and time to maturity T. This claim pays out a unit currency if the asset price S goes ...

6. Barrier Options - Binary Options & Commodity Trading Companies ...
Dec 6, 2011 ... Down-and-in-barrier option: This trade is the opposite of the latter. This stock option holds value if only the value of the stock will fall below a set ...

7. Scanned Document
d) DoWn-and-in barrier option with the barrier level at S = S d. If the option is down-and-in contract, then on the lower barrier the contract must have t same value ...

8. Barrier Options Explained |
1 day ago ... A down-and-in barrier option only becomes activated when the underlying price crosses the barrier price, similar to the first example above, ...