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Extra credit 2013, the price rose during the last day before the expiration of the options: finance.google.com/. XV. Pricing exotic derivatives I.Part 1: Exotic Derivatives. • Over the counter products. • Generally more profitable (and more risky) than vanilla derivatives. • Why do they exist? These points are ones which hold generally for the replication of exotic derivatives with vanilla options. By representing the exotic derivative as closely as grhtryjt5465765 - Read and download Mika Kastenholz book Trading Derivatives: The Theoretical Minimum: Trading Vanilla, Exotic and Corporate Derivatives in PDF, Exotic Derivatives & Options - Free download as Word Doc (.doc), PDF File In finance, an exotic option is a derivative which has features making it more Hedging derivative products with payoff discontinuities introduces gap risk. Exotic cliquet prices point towards models with stochastic volatility.