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BASIC PRINCIPLES OF STOCK OPTIONS
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arbitrage basis point Black-Scholes model bullspread call option CBOE chapter commodity cost coupon covered call currency swap delivery month delta neutral derivatives discount dividend duration equation equity Eurodollar Figure firm fixed rate floating rate foreign currency forward rate fund futures contract futures market futures options futures price gamma hedger implied volatility in-the-money interest rate risk interest rate swap intrinsic value investment investor LIBOR long position long put loss diagram Microsoft million option expiration option position option premium option pricing party payment portfolio manager position delta profit and loss protective put put option rise riskless sell shares of stock short put shows someone soybeans speculator spread stock index futures stock price strategy striking price Suppose swap price swaption T-bill Table theta tion trading transaction Treasury bill Treasury bonds U.S. dollar U.S. Treasury underlying asset warrant writing yield to maturity zero