Exotic Options pricing

FRM
#1

Hey everyone,

Just finished this reading and there are some very complex formulas in here. Do we need to know how to calculate the value of the various exotic option types? I know that the learning objectives state “describe” more than calculate, but there are tons of complex formulas all over the chapter that make me worry…

Thanks

ROA

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#2

I only think there was qualitative questions and imo it would only be one or two questions on the exam and easy to recognize (ie barrier options)

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