Karteikarten
Comparing Options
Karten in diesem Stapel (12)
- 1Bounds for a Call
- 2Bounds for a Put
- 3American Call: Non-dividend paying stockEqual to European call
- 4Early exercise for Non-dividend StockNever
- 5Early Exercise for Discrete Dividend StockPV (Divs) > PV (Interest on Strike) + Implicit Put
- 6Early exercise on American PutPV (Interest on Strike) > PV (Divs) + Implicit Call
- 7Call order (K1< K2< K3)C(K1)< C(K2)< C(K3)
- 8Difference in calls (No arbitrage)C(K1) - C(K2) < K2 - K1
- 9No arbitrage, calls[C(K1) - C(K2)]/(K2-K1)
>
[C(K2) - C(K3)]/(K3-K2) - 10Put order (K1P(K1) < P(K2) < P(K3)
- 11Difference in Puts (No arbitrage)P(K2) - P(K1) < K2 - K1
European: use PV (K2 - K1) - 12No arbitrage, Puts (K1 < K2 < K3)[P(K2) - P(K1)]/(K2 - K1)
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[P(K3) - P(K2)]/(K3 - K2)
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- Beschreibung
- Karteikarten am Comparing Options, erstellt von spgiusti am 11/02/2015.
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