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dear David, In the sample paper, I have come acroos this expression, European Call = Up-and-out call + Up-and-in call Can I safely say the same way that: European Put = Up-and-out put + Up-and-in put/down-and-out put + down-and-in put European Call = down-and-out call + down-and-in call

Dear David/Suzanne, This has particular reference to the Exotic Options chapter for Level 2. In your practice questions for 2010 Question 25, I find a question on Option Greeks on Barrier Options. My problem is I understand the definition of the Greeks (delta, Gamma etc) but unable to solve...