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Put–call parity
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1	Beyond the Covered Call Enhancing a Covered Call Strategy with Cash-Secured Puts Kurt Nye, CFA Lead Portfolio Manager Add to Reading List Source URL: www.optionseducation.org Language: English - Date: 2016-08-14 08:03:56 Options Put option Call option Covered call Exercise Strike price Short Putcall parity Moneyness Bear spread Naked put
2	Equity Portfolio Management Using Option Price Information Peter Christoffersen and Xuhui (Nick) Pan CREATES Research PaperDepartment of Economics and Business Add to Reading List Source URL: econ.au.dk Language: English - Date: 2015-01-29 07:00:23 Options Investment Volatility smile Implied volatility VIX Volatility Black–Scholes Put–call parity Beta Mathematical finance Financial economics Finance
3	FAQ’s in Option Pricing Theory Peter Carr Courant Institute, New York University 251 Mercer Street New York, NY[removed]3765 Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2002-07-02 09:12:21 Finance Economics Black–Scholes Risk-neutral measure Binomial options pricing model Moneyness Put–call parity Volatility Futures contract Financial economics Mathematical finance Options
4	INTRODUCTION INTO THE NEW BLOOMBERG IMPLIED VOLATILITY CALCULATIONS The purpose of this document is to provide a brief introduction into the Bloomberg implied volatility calculations. Certain details have been omitted an Add to Reading List Source URL: msb040.msb.edu Language: English - Date: 2008-03-16 06:13:00 Finance Investment Implied volatility Moneyness Black–Scholes Volatility Put–call parity Volatility smile Financial economics Mathematical finance Options
5	Optionality and Volatility Peter Carr at Morgan Stanley Rutgers MFPDE 2011 November 4, 2011 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2012-04-25 13:45:34 Options Investment Put–call parity Volatility Arbitrage Forward contract Moneyness Risk-neutral measure Futures contract Financial economics Mathematical finance Finance
6	Generating Options-Implied Probability Densities to Understand Oil Market Events Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-10-31 08:48:39 Finance Implied volatility Volatility Foreign-exchange option Put–call parity Volatility smile Local volatility Mathematical finance Financial economics Options
7	Generating Options-Implied Probability Densities to Understand Oil Market Events Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-10-31 08:48:39 Finance Implied volatility Volatility Foreign-exchange option Put–call parity Volatility smile Local volatility Mathematical finance Financial economics Options
8	The Put-Call Parity Theorem John Norstad [removed] http://www.norstad.org March 7, 1999 Add to Reading List Source URL: www.norstad.org Language: English - Date: 2011-11-03 12:38:54 Investment Put–call parity Forward contract Put option Futures contract Arbitrage Call option Strike price Rational pricing Financial economics Options Finance
9	Optimal Option Portfolio Strategies∗ Jos´e Afonso Faias1 and Pedro Santa-Clara2 Current version: October 2011 Abstract Options should play an important role in asset allocation. They allow for kernel spanning and prov Add to Reading List Source URL: www3.imperial.ac.uk Language: English Finance Options Investment Financial ratios Technical analysis Volatility Sharpe ratio Kurtosis Put–call parity Statistics Financial economics Mathematical finance
10	Barrier Options This note is several years old and very preliminary. It has no references to the literature. Do not trust its accuracy! Note that there is a lot of more recent literature, especially on static hedging. 0 Add to Reading List Source URL: people.maths.ox.ac.uk Language: English - Date: 2006-09-18 07:03:08 Investment Barrier option Binary option Black–Scholes Option style Option Put–call parity Call option Put option Financial economics Options Finance

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