Put–call parity - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2013-04-20 11:31:37 Finance Investment Binomial options pricing model Black–Scholes Implied volatility Binary option Valuation of options Put–call parity Derivative Financial economics Options Mathematical finance		Add to Reading List Source URL: faculty.atu.edu Download Document from Source Website File Size: 3,54 MB Share Document on Facebook

	Beyond the Covered Call Enhancing a Covered Call Strategy with Cash-Secured Puts Kurt Nye, CFA Lead Portfolio Manager DocID: 1oEhg - View Document
	Equity Portfolio Management Using Option Price Information Peter Christoffersen and Xuhui (Nick) Pan CREATES Research PaperDepartment of Economics and Business DocID: 16v1X - View Document
	FAQ’s in Option Pricing Theory Peter Carr Courant Institute, New York University 251 Mercer Street New York, NY[removed]3765 DocID: RDzD - View Document
	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 DocID: RCjZ - View Document
	Optionality and Volatility Peter Carr at Morgan Stanley Rutgers MFPDE 2011 November 4, 2011 DocID: NhK3 - View Document