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Documents Option Floor and Caps Collars MFI FINAL PPT

PRESENTED BY: ABIHA SYED AMNA ZAHID  Fixed     income or Interest rate options  Four basic option strategies Buying a call option on a bond Writing a call…

Documents Strategic Fx Risk Management

1. Managing Strategic Foreign Exchange Risk September 23 rd , 2005 Campus Blairon, Turnhout 2. Strategic FX management: introduction Definition of Strategic FX Risk How does…

Documents Week 4 Options: Basic Concepts. Definitions (1/2) Although, many different types of options, some...

Slide 1Week 4 Options: Basic Concepts Slide 2 Definitions (1/2) Although, many different types of options, some quite exotic, have been introduced into the market, we shall…

Documents Lecture 8 Options on Futures Primary Text Edwards and Ma: Chapters 18, 19, & 20.

Slide 1 Lecture 8 Options on Futures Primary Text Edwards and Ma: Chapters 18, 19, & 20 Slide 2 Options on Futures Call The structure of a futures option is very similar…

Documents Options Topic 9. I. Options n A. Definition: The right to buy or sell a specific issue at a...

Slide 1 Options Topic 9 Slide 2 I. Options n A. Definition: The right to buy or sell a specific issue at a specified price (the exercise price) on or before a specified date…

Documents Computational Finance Lecture 7 The “Greeks”. Agenda Sensitivity Analysis Delta and Delta...

Slide 1 Computational Finance Lecture 7 The “Greeks” Slide 2 Agenda Sensitivity Analysis Delta and Delta hedging Other Greeks Slide 3 One Example A financial institution…

Documents Cost of Funding Call Option

Lou Page 1 11/29/2014 Extending the Black-Scholes Option Pricing Theory to Account for an Option Market Maker’s Funding Costs Lou Wujiang1 HSBC, March 8, 2014, updated…

Documents Properties of Stock Option Prices Chapter 10, 7 th edition Chapter 9, pre 7 th edition

Properties of Stock Option Prices Chapter 10, 7th edition Chapter 9, pre 7th edition Assets Underlying Options Stocks Foreign Currency Stock Indices Futures Notation c :…

Documents Chapter 9 Risk Management of Energy Derivatives Lu (Matthew) Zhao Dept. of Math & Stats, Univ. of...

Chapter 9 Risk Management of Energy Derivatives Lu (Matthew) Zhao Dept. of Math & Stats, Univ. of Calgary March 7, 2007 âLunch at the Labâ Seminar Outline Introduction…

Documents Options Greeks

Options Greeks: Introduction By John Summa by John Summa (Contact Author | Biography) Trading options without an understanding of the Greeks - the essential risk measures…