Ahold

American options

concepts

dividend-paying stocks

early exercise

European options

pricing

appendices

arbitrage, concepts

at-the-money options

concepts

gamma

prices

quantos

straddles

strangles

AXA

banks

exotics

pre-paid forwards

ratings

types

basis points (bps)

basket options

bearish strategies

binomial tree model

Black-Scholes pricing formula

concepts

Black-Scholes pricing formula

binomial tree model

concepts

dividends

forwards

important dependencies

interest rates

parameters

riskless portfolios

volatility

BMW

BP

bps see basis points

Brownian motion

bullish strategies

buy-backs

buyers, options

‘buying the call spread’

call options

collars

concepts

delta values

dynamic hedging

early exercise

employee incentive schemes

examples

gamma

hedging

interest rates

long positions

pre-paid forwards

prices

put-call parity

repos (repurchase agreements)

short positions

straddles

synthetics

theta

vega

call spread, concepts

cash takeovers, forwards

Coca-Cola

collars

concepts

delta

insurance companies

commodities, underlying assets

composite options

concepts

variance

corporate investors

correlation

FX factors

types

cost of carry

cross-holdings, corporate investors

currencies see foreign exchange

Daimler Chrysler (DCX)

delta

collars

concepts

definition

dividend-sensitive options

examples

gamma

hedging

negative values

neutral positions

discounted expected payoffs, delta

discounting, concepts

diversification

dividend yields

dividends

Black-Scholes pricing formula

concepts

effects

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