Introduction Chapter 1 Fundamentals of Futures and Options Markets, 6th Edition, Copyright © John C. Hull 2007 1.1 The Nature of Derivatives A derivative is an instrument…

SecondSemester,2011-2012 THEUNIVERSITYOFHONGKONG DEPARTMENTOFSTATISTICSANDACTUARIALSCIENCE STAT2807 CORPORATEFINANCEFORACTUARIALSCIENCE Tutorial10(Finale): OptionPrices Date:…

Financial Engineering & Risk Management Option Pricing and the Binomial Model M. Haugh G. Iyengar Department of Industrial Engineering and Operations Research Columbia…

Chapter 9 Mechanics of Options Markets Options, Futures, and Other Derivatives, 8th Edition, Copyright © John C. Hull 2012 1 Review of Option Types A call is an option to…

1. OPTION STRATEGIES ALAN ANDERSON, Ph.D.ECI RISK TRAINING www.ecirisktraining.com(c) ECI Risk Training 20091www.ecirisktraining.com 2. Due to their unique payoff profiles,…