中大西洋選擇權(Mid-Atlantic Options) 寬他選擇權(Quanto Options) 想要收詢相關資料和書名? 因為專題要用... 但是我們不是很清楚這些東西,所以請給我們回答!!

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百慕達選擇權(Bermudan option)又稱為準美式選擇權(quasi-American option)或中大西洋選擇權
(Mid-Atlantic option). 它是一種介於歐式和美式之間的選擇權. 百慕達選擇權在到期日之前有幾
個固定日期， 買方可提早， 以某一固定價格換取標的資產.
資料來源： 開啟中國證券市場大門-Google圖書


權履約方式包括歐式、美式兩種。歐式期權的買方在到期日前不可行使權利，只能在到期日行權。美式期權的買方可以在到期日或之前任一交易日提出執行。很容易發現，美式期權的買方“權利”相對較大。美式期權的賣方風險相應也較大。因此，同樣條件下，美式期權的價格也相對較高。

合約到期日
對美式期權，合約到期日是期權可以履約的最後的一天；對歐式期權，合約到期日是期權可以履約的唯一的一天。對股票期權，這是合約到期月的第三個星期五之後的那個星期六；不過，經紀公司有可能要求期權的買方在一個更早的限期前遞進想要履約的通知書。如果星期五是節日，最後交易日就是這個星期五之前的星期四。

美式期權和歐式期權的比較：

根據財務金融理論，在考慮某些特殊因素(如現金股利)之後，美式選擇權可能優於歐式選擇權。
例如，甲公司突然宣佈發放較預期金額高的現金股利時，持有該公司股票美式選擇權的人可以立即要求履約，將選擇權轉換為股票，領取該筆現金股利；而持有該公司歐式選擇權的人就只能幹瞪眼，無法提前履約換股、領取現金股利了。不過，除了這個特殊的因素外，綜合其他條件，我們發覺美式選擇權和歐式選擇權並無優劣之分。

在直覺上，我們會認為既然投資選擇權取得的是權利，那麼這個權利愈有彈性，就應該愈有價值。美式選擇權較歐式更具彈性，似乎就符合這樣的一個直覺想法，許多人認為美式選擇權應該比歐式的更值錢。但事實上，在我們把選擇權的價值如何計算說明後，您就會知道，除了現金股利等因素外，美式選擇權和歐式選擇權的價值應該相等。

若要再細分的話，事實上在美式及歐式選擇權之間，還有第三類的選擇權，那就是大西洋式選擇權(AtlanticOptions)，或百慕達式選擇權(BermudianOptions)。從字面上，您可以很輕易地看出來，這種選擇權的履約條款介於美式和歐式之間(大西洋和百慕達地理位置都在美歐大陸之間)。例如，某個選擇權契約，到期日在一年後，但在每一季的最後一個星期可以提前履約(可在到期日期履約，但可履約日期仍有其他限制)，這就是最典型的百慕達式選擇權。
資料來源： 問題：什麼是美式期權和歐式期權？美式期權和歐式期權是什麼意思？

What Does Mid-Atlantic Option Mean?
An option that can be exercised at different times during the life of the option. The various times set for exercise are written within the option and allow for flexibility for both the writer and holder of the option. 

Investopedia explains Mid-Atlantic Option
The Mid-Atlantic option is named as such because its exercise dates are more flexible than European options and less flexible than American options. Thus， it is in the middle， just like the Atlantic Ocean is between Europe and America. Mid-Atlantic options are also referred to as Bermuda， Quasi American， or Semi-American options. 
資料來源： Investopedia

Mid-Atlantic Option
An option contract that may only be exercised on certain days. For example， if one buys a Mid-Atlantic call giving him/her the right to buy shares in X expiring on the final Friday in March， the call may only be exercised on certain days， usually one day per month. The term "Mid-Atlantic" comes from the fact that it combines features of a European option， which may only be exercised on the expiration date， and an American option， which may be exercised at any time. A Mid-Atlantic option is also called a Bermudan option.
資料來源： Financial dictionary-the free dictionary

Quanto 是 Quantity Adjusting Option 的簡稱， 是指 標的物(underlying)是以貨幣A計價， 但是以貨幣B來結算的 現金交割型衍生性金融商品. 如果某投資人想要投資國外商品， 例如美國投資人要投資日經指數， 最好的方式是投資 CME 的日經指數Nikkei 225期貨. 當 Nikkei 225 指數變動 1 點(1日元)， 期貨的價值會變動 500美元. 如此一來可以投資海外商品， 又可以規避滙率風險. Quanto 期貨或選擇權其實是一般的期貨或選擇權再加上一組遠期匯率合約.
資料來源： 什麼是 Quanto?

quanto option
A derivative denominated in one currency that settles in another. 
Quanto is short for 'quantising adjusting option，' which is also known as a 'cross-currency derivative.' This may take the form of a future or an option， for example. Usually the underlying and strike price currency is the foreign one and the currency in which the derivative pays out is domestic， calculated as the option's intrinsic value. This type of investment is paid at a fixed exchange rate， protecting the investor from fluctuations. 
This strategy is often employed in situations where investors are confident in the strength of the underlying asset but uncertain about the performance of the currency in which it is denominated. By denominating the asset in a currency in which they are confident， the level of stability is increased. 
An example of this practice is the Chicago Mercantile Exchange's trade in futures on Japan's Nikkei 225 stock index， which are settled in USD rather than JPY. 
資料來源： FX Words 

Quanto Option
A cash-settled futures contract or other derivative in which the underlying asset is denominated in a currency other than the one in which it is settled. For example， two investors may enter into an agreement to buy/sell a futures contract on an index in which the index is in British pounds but the contract is settled in euros. The exchange rate at which the contract is settled is determined at the beginning of contract， protecting the investors from the foreign exchange risk that the currencies will adversely change in value.

A quanto option is an option on some underlying in one currency but paid in another currency. For example an standard call option on IBM， which is denominated in dollars pays $MAX(S-K，0) (where S is the stock price at maturity and K is the strike. A quanto stock option might pay ￡MAX(S-K，0). The pricing of such options naturally needs to take into account the correlation between the exchange rate of the two currencies involved and the underlying stock price. 
資料來源： Knowledgerush

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