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- Volatility Derivatives 1
- The world of Structured Products 4
- Library of Structured Products 0
- Table of Contents
- Vanilla Options
- Volatility, Skew and Term Stru
- Option Sensitivies: Greeks
- Option Strategies
- Correlation
- Dispersion Options
- Barrier Options
- Digitals
- Autocallable Structures
- The Cliquet Family
- Home /
- Structured Products /
- Library of Structured Products /
- Mountain Range Options /
- Atlas Option /
- Introduction
Introduction
Among the mountain range options, the Atlas option is the only non-path-dependent option and is therefore easier to analyze.
Although the following discussion holds for a wide class of assets, such as FX and commodities, these options are traded mostly on basket of stocks.