Sumários

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- Hedging strategies

2. Properties of Stock Options (continued)

20 Setembro 2021, 14:30 Rita Sousa


- Early exercise
- Effect of dividends

2. Properties of Stock Options (continued)

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- Factors affecting option prices
- Upper and lower bounds for option prices
- Put-call parity

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14 Setembro 2021, 14:30 Rita Sousa


- Factors affecting option prices
- Upper and lower bounds for option prices

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13 Setembro 2021, 14:30 Rita Sousa


- Types of options
- Options positions and payoffs
- Specification of options
- Moneyness; intrinsic and time value
- OTC vs. exchange-traded markets