'Put call' presentation slideshows

Panasonic Phone Assistant CTI Application Suite

Panasonic Phone Assistant CTI Application Suite. CTI = Computer Telephony Integration. Topics. Introduction Express Release Feature Highlights Phone Assistant Express Phone Assistant Status Express Phone Assistant Manager Pro Release Feature Highlights Phone Assistant Pro

743 views • 51 slides

Advanced methods of insurance

Advanced methods of insurance. Lecture 2. Forward contracts. The long party in a forward contract defines at time t the price F at which a unit of the security S will be purchased for delivery at time T At time T the value of the contract for the long party will be S(T) - F.

329 views • 28 slides

Risk Management and Derivatives

Risk Management and Derivatives. Volatility. Volatility in returns is a classic measure of risk Perfect Market More systematic risk leads to more return But Volatility is Costly External financing Project funding Distress Lower debt or increased prob. of distress Taxes.

529 views • 22 slides

FUTURES AND OPTIONS Chapter 16

FUTURES AND OPTIONS Chapter 16. Futures and Options Relations Futures Option Contracts. Put-Call-Futures Parity. Conversion: Long in futures at fo Long in put Short in call At expiration the value of the position will be X-fo regardless of the price of the underlying asset.

464 views • 20 slides

The Maths behind the Greeks By A.V. Vedpuriswar

The Maths behind the Greeks By A.V. Vedpuriswar. November 9, 2010. Ref : John C Hull, Options, Futures and Other Derivatives. Delta of a Call Option. C = SN (d 1 ) - Ke -r(T-t) N(d 2 ). Delta of a Call Option. = But d 2 = Or N / (d 1) = N / (d 2 ) e .

305 views • 15 slides

Confidential Draft

104 views • 10 slides

Confidential Draft

106 views • 10 slides

Confidential Draft

83 views • 8 slides