FX Touch Option Introduction and Valuation Guide

FX Touch Option Introduction and ValuationĀ Guide

A touch option is a transaction with one or two barriers. The buyer of the option will get a cash amount either if the barrier is touch or not touched. Touch options are becoming increasingly popular because they pay much higher yields compared to high/low options. This presentation provides an introduction to FX touch options valuation. You can find more information at http://www.finpricing.com/lib/FxTouch.html


Mike Taylor

June 11, 2018