'Underlying stock' diaporamas de présentation

Derivatives I Problem Solving Session

Derivatives I Problem Solving Session. DERIVATIVES ? CFA LEVEL I. Harvard Extension School MGMT E-2900b CFA Exam Level I April 20, 2010. Derivatives I Problem Solving Session. Jeffery Lippens Lecturer Tray Spilker Teaching Assistant. DERIVATIVES ? CFA LEVEL I. Derivatives.

1.24k views • 91 slides

Option Market Basics

Option Market Basics. An Introduction to Project 2 Richard Cangelosi February 27, 2003. What Will be Discussed. The Language of options Payoff diagrams Put-call parity Option pricing Basic assumptions Simple model Requirements for Preliminary Report. Objective.

701 views • 53 slides

Welcome! April 11, 2011

Welcome! April 11, 2011. Agenda. Options Continued Stock Recap. Terminology Refresher. Price at which an underlying stock can be purchased or sold is called the strike price

497 views • 41 slides

Arbitrage

Arbitrage. What is Arbitrage?. Arbitrage, in its truest form, involves earning a risk-free profit without the outlay of any capital. Arbitrage is only possible because of inefficiencies in markets, typically inefficiencies in information transfer/processing.

631 views • 26 slides

244 views • 24 slides

VI. RANDOM WALKS, RISK AND ARBITRAGE

VI. RANDOM WALKS, RISK AND ARBITRAGE. A. Market Efficiency and Random Walks. Market efficiency exists when market prices reflect all available information.

274 views • 18 slides

A Guide for Pricing Equity Option

Equity options, which are the most common type of equity derivatives, give an investor the right but not the obligation to buy a call or sell a put at a set strike price prior to the contract’s expiry date. Equity options or stock options provide investors a way to hedge risk or speculate. Also option trading can limit an investor’s risk and leverage investing potential. This presentation gives an introduction to equity option product and valuation. You can find more details at http://www.finpricing.com/lib/EqOption.html

148 views • 12 slides

Equity Option Introduction and Valuation

Equity Option Introduction and Valuation. John Smith FinPricing. Equity Option. Summary Equity Option Introduction The Use of Equity Options Equity Option Payoffs Valuation Practical Guide A Real World Example. Equity Option. Equity Option Introduction

129 views • 12 slides