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3957Rebated Down-and-Out Put IA rebated down-and-out put i pays a rebate of 1.5 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 80, 76, 72, 75, the barrier is 70, and the strike is 78. What is the payoff?金融与交易中等derivation未尝试面试订阅3958Rebated Up-and-Out Call IIA rebated up-and-out call ii pays a rebate of 1 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 50, 53, 54, 52, the barrier is 60, and the strike is 51. What is the payoff?金融与交易中等derivation未尝试面试订阅3959Rebated Down-and-Out Put IIA rebated down-and-out put ii pays a rebate of 3 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 100, 96, 89, 92, the barrier is 90, and the strike is 95. What is the payoff?金融与交易中等derivation未尝试面试订阅3960Rebated Up-and-Out Call IIIA rebated up-and-out call iii pays a rebate of 0.8 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 40, 42, 44, 46, the barrier is 45, and the strike is 41. What is the payoff?金融与交易中等derivation未尝试面试订阅3962Why In-Out Parity Is So UsefulWhy can monitoring frequency materially change a barrier option value even if strike and maturity stay fixed?金融与交易中等essay未尝试面试订阅3963Why Monitoring Convention MattersWhy is a rebate paid immediately on hit worth more than the same rebate paid only at expiry?金融与交易中等essay未尝试面试订阅3965How to Sanity-Check a Barrier AnswerWhy can two options with the same vanilla terminal payoff formula have very different prices once one has a barrier?金融与交易中等essay未尝试面试订阅3966Arithmetic-Average Call IAn arithmetic-average Asian call uses four equally weighted fixings. The first three fixings are [100, 102, 98], the strike is 100, and the desk wants the final payoff to be 4. What fourth fixing is required?金融与交易中等derivation未尝试面试订阅3967Arithmetic-Average Put IAn arithmetic-average Asian put uses four equally weighted fixings. The first three fixings are [80, 78, 82], the strike is 81, and the desk wants the final payoff to be 2.5. What fourth fixing is required?金融与交易中等derivation未尝试面试订阅3968Arithmetic-Average Call IIA weighted arithmetic-average Asian call uses weights [1, 1, 1, 2] on four fixings. The first three fixings are [50, 52, 51], the strike is 53, and the trader wants payoff 1. What final fixing is required?金融与交易中等derivation未尝试面试订阅3969Arithmetic-Average Put IIA weighted arithmetic-average Asian put uses weights [1, 1, 1, 2]. The first three fixings are [40, 39, 42], the strike is 41, and the target payoff is 0.5. What final fixing is required?金融与交易中等derivation未尝试面试订阅3970Arithmetic-Average Call IIIAn average-strike Asian call uses four equally weighted fixings including the terminal price. The first three fixings are [90, 94, 95]. What terminal price makes the payoff exactly 5?金融与交易中等derivation未尝试面试订阅3971Average-Strike Put IAn average-strike Asian put uses four equally weighted fixings including the terminal price. The first three fixings are [120, 117, 119]. What terminal price makes the payoff exactly 4?金融与交易中等derivation未尝试面试订阅3972Weighted-Average Call IA weighted arithmetic-average Asian call uses weights [1, 1, 2, 2] on fixings [100, 103, 97, 106] and strike 101. What is the payoff?金融与交易中等derivation未尝试面试订阅3973Average-Price Put IAn arithmetic-average Asian put samples [70, 68, 72, 69, 71] with strike 71. What is the payoff?金融与交易中等derivation未尝试面试订阅3974Average-Strike Call IAn average-strike Asian call uses fixings [55, 58, 60, 57]. What is the payoff?金融与交易中等derivation未尝试面试订阅3975Average-Strike Put IIAn average-strike Asian put uses fixings [110, 108, 112, 107, 105]. What is the payoff?金融与交易中等derivation未尝试面试订阅3976Asian Call versus Vanilla CallTwo arithmetic-average Asian calls share strike 100 and terminal price 100. Path A is [100, 120, 90, 100]; path B is [100, 95, 100, 100]. Which payoff is larger, and by how much?金融与交易中等derivation未尝试面试订阅3977Sensitivity to a One-Day SpikeAn arithmetic-average Asian call with strike 53 sees fixings [50, 52, 54, 60]. Under standard equal weights its payoff is based on the simple average. If the final fixing is instead double-counted, by how much does the payoff change?金融与交易中等derivation未尝试面试订阅3978Average-Price versus Average-Strike FocusAn arithmetic-average Asian call with strike 81 has already fixed [80, 84, 79], with one fixing left. What final fixing puts the option exactly at breakeven?金融与交易中等derivation未尝试面试订阅