OPTIONS

Peter G Zhang
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Peter G Zhang: Union Bank of Switzerland, New York, USA

Chapter 6 in Barings Bankruptcy and Financial Derivatives, 1995, pp 71-102 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Basic TerminologyThe Black–Scholes Option Pricing FormulaOptions with Nonzero Underlying PayoutsEquity Options with DividendStock-Index OptionsFutures OptionsPut–Call ParityModern GreeksOptions LeveragesSummary

Date: 1995
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