Table of Contents - PAT for Currencies
Introduction
PAT in A Two-Currency Environment
Bond vs. Currency
Put vs. Call
Custom Function
Square Root-Shaped Payoff
Floored Put
Capped Call
Collar
Gap Put Option
Gap Call Option
Asset or Nothing Put
Asset or Nothing Call
Cash Or Nothing Put
Cash Or Nothing Call
Supershare 1
Supershare 2
Asymmetric Power Option Put 1
Asymmetric Power Option Put 2
Asymmetric Power Option Call 1
Asymmetric Power Option Call 2
Butterfly
Straddle
Strangle
Sophisticated Portfolio Example
Recap - PAT in A Two-Currency Environment
PAT in A Three-Currency Environment
Bond vs. Currency
Put Option on Currency 2
Square Root-Shaped Payoff
Floored Put on Currency 3
Gap Option Put on Currency 3
Call options on Currency 2 and Currency 3
Put on Currency 2 and Call on Currency 3
Basket Call Option
Best of Two Assets
Worst of Two Assets
Asymmetric Power Options
Recap - PAT in A Three-Currency Environment
Conclusion
Appendix - PAT Software
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