'Put price' presentation slideshows

OPTIONS

OPTIONS. Concepts Market. Definition.

663 views • 55 slides

Chapter 11 Binomial Option Pricing: II

Chapter 11 Binomial Option Pricing: II. Understanding Early Exercise. Options may be rationally exercised prior to expiration. By exercising a Call option, the option holder receives the stock and thus receives dividends, pays the strike price prior to expiration (this has an interest cost),

983 views • 50 slides

Options

Options. Financial options contracts. An option is a right (rather than a commitment) to buy or sell an asset at a pre-specified price The right to purchase is a call option; the right to sell is a put option The strike price (or exercise price) is the price at which an option can be exercised

701 views • 47 slides

BOPM FOR PUTS AND THE DIVIDEND-ADJUSTED BOPM

BOPM FOR PUTS AND THE DIVIDEND-ADJUSTED BOPM. Chapter 6. Binomial Stock Movement. Assumption. Assume there is a European put option on the stock that expires at the end of the period. Example: X = $100. Binomial Put Movement. Replicating portfolio.

592 views • 32 slides

BOPM FOR PUTS AND THE DIVIDEND-ADJUSTED BOPM

BOPM FOR PUTS AND THE DIVIDEND-ADJUSTED BOPM. Chapter 6. Binomial Stock Movement. Assumption. Assume there is a European put option on the stock that expires at the end of the period. Example: X = $100. Binomial Put Movement. Replicating portfolio.

425 views • 32 slides

Derivatives

Derivatives. Lecture 16. Option Value. Components of the Option Price 1 - Underlying stock price 2 - Striking or Exercise price 3 - Volatility of the stock returns (standard deviation of annual returns) 4 - Time to option expiration 5 - Time value of money (discount rate). Option Value.

427 views • 30 slides

Chapter 15

Chapter 15. Options Markets. Option Terminology. Buy - Long Sell - Short Call Option: gives its holder the right to purchase an asset for a specified price before or on a specified expiration date.

535 views • 25 slides

FFO Options 5: The Power Of Put Call Parity

FFO Options 5: The Power Of Put Call Parity. Dr. Scott Brown Stock Options. Introduction. Call & Put prices are highly inter-dependent and are not arbitrarily chosen.

413 views • 18 slides

Chapter 27

Chapter 27. Risk Management and Hedging. Hedging Foreign Exchange Risk. US firm wants to protect against a decline in profit that would result from a decline in the pound Estimated profit loss of $200,000 if the pound declines by $.10

237 views • 15 slides

Medieval Menu

163 views • 1 slides