Sumários
Exercises on properties of stock options
20 Outubro 2025, 15:30 • Maria Kosolapova
Upper/lower bounds on European and American call and put options, put-call parity for dividend-paying and non-dividend paying stocks
Exercises on properties of stock options
20 Outubro 2025, 13:30 • Maria Kosolapova
Upper/lower bounds on European and American call and put options, put-call parity for dividend-paying and non-dividend paying stocks
Exercises on determination of futures and forward prices and mechanics of option markets
13 Outubro 2025, 15:30 • Maria Kosolapova
Determination of futures and forward prices: example with a bond, an index and a commodity future
Mechanics of option markets: moneyness, intrinsic and time value, payoff and profit diagrams
Exercises on determination of futures and forward prices, mechanics of option markets
13 Outubro 2025, 13:30 • Maria Kosolapova
Determination of futures and forward prices: example with a bond, an index and a commodity future
Mechanics of option markets: moneyness, intrinsic and time value, payoff and profit diagrams