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BASIC PRINCIPLES OF STOCK OPTIONS
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arbitrage basis point Black-Scholes model bullspread bushel call option commodity cost coupon covered call currency swap delivery month delta neutrality derivatives discount dividend duration equation equity eurodollar exercise price expire worthless Figure firm fixed rate floating rate foreign currency forward rate 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 put loss diagram Microsoft million option expiration option position option premium party payment portfolio manager position delta profit and loss protective put purchase put option put-call parity rise riskless sell short put shows someone soybeans speculator spread stock index futures stock price straddle 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 write yield curve yield to maturity zero