Putcall parity

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1	Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:16 Options Economy Mathematical finance Finance Money BlackScholes model Putcall parity Barrier option Put option Lookback option Forward contract Valuation of options
2	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-01-22 04:26:14 Mathematical finance Options BlackScholes model Volatility Implied volatility Moneyness Binary option Putcall parity Risk-neutral measure Local volatility VIX
3	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