What people are saying - Write a review
We haven't found any reviews in the usual places.
Profits from simple strategies
Option strategies in investment management
13 other sections not shown
a(St American call option American options American put approach approximation arbitrage arbitrage portfolio assets assumption A-4a binomial option pricing Black-Scholes formula Black-Scholes model C(St call price call value call's cash flows CBOE Chapter computational constant D(St derivation dividend payment early exercise European call European options European put ex-dividend date exercise price expiration date Financial Economics function given hedge ratio Hence increase interest rates investment investor Journal of Financial KB(t known dividends lognormal distribution long stock max(Sr Merton normally distributed number of shares option contract option pricing option strategies options market parameters partial differential equation perfect hedge position present value price line profit diagrams purchase put and call put options put price put/call parity theorem random variable Restriction risk neutrality argument riskless Scholes solution standard deviation stochastic dividends stochastic process stock price stock process stock return strategy tion trading transactions underlying security price underlying stock variance volatility written