Hello,Can anybody give some real examples of capital protected note with embedded Asian options instead of vanilla options?

How to calculate bivariate normal cumulative distribution function in excel?

<t>Hello,I am looking for closed-form formulas 1) for discretely monitored Asian-style Options 2) for Forward Starting Asian Options 3) and for Asian Options with monitoring starting at inception and ends before maturity (so called fixed start options).I know that such formulas exist, because I foun...

Does anyone have the Heynen and Kat paper (The Journal of Financial Engineering 3, 1994) that gives analytic solutions for partial barrier options?

<t>Hi,I'm looking for an option pricing formula for a continiously monitored european barrier option, but with lenght of monitoring period less than option's time to maturity. I also need to take into consideration the location of this monitoring period - always starts at inception or always ends at...