Greek Letters and Portfolio Insurance

John Lee (), Jow-Ran Chang (), Lie-Jane Kao () and Cheng-Few Lee ()
Additional contact information
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University
Lie-Jane Kao: Takming University of Science and Technology, College of Finance
Cheng-Few Lee: The State University of New Jersey, Rutgers School of Business

Chapter Chapter 8 in Essentials of Excel VBA, Python, and R, 2023, pp 191-203 from Springer

Abstract: Abstract In Chapter 26, we have discussed how the call option value can be affected by the stock price per share, the exercise price per share, the contract period of the option.

Date: 2023
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-14283-3_8

Ordering information: This item can be ordered from
http://www.springer.com/9783031142833

DOI: 10.1007/978-3-031-14283-3_8

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().