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Treasury and Risk Management Systems (PERMIT®, PERMIT® Batch Manager, PERMIT®
Reports Manager, PERMIT® Auto-Feeds Manager, PERMIT® PayMaster, PERMIT® Risk
Manager, PERMIT® Portfolio Manager and PERMIT® Training Manager) & Knowledge
Management System (PEKE®) are the world's first comprehensive software to adopt the
PET-DOG® System.
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Options
Pricing Calculators
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Option Payoutt |
= |
{ |
St - K
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if
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St
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>
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K
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0 |
otherwise
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, whereby t < T
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Notations:
S is the spot exchange rate at option expiration time.
K is the strike or exercise price of the option.
T is the option maturity.
t is the
time.
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