Introduction to Options and No-Arbitrage Restrictions

George Constantinides

Chapter 4 in Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, 2015, pp 61-79 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Basic Types of OptionsProfit Diagrams for Options at MaturityCashflow or Payoff Diagrams at MaturityThe Chicago Board Options Exchange (CBOE)No-Arbitrage Bounds for OptionsNo-Arbitrage Bounds for Options on Stocks Without DividendsEuropean Put-Call Parity for Stocks Without DividendsEuropean Put-Call Parity for Stocks With DividendsAmerican Put-Call Parity for Stocks With DividendsSummaryAssignment 3

Keywords: Futures; Forwards; Options; Corporate Securities; Derivatives; Hedging; Risk Management (search for similar items in EconPapers)
Date: 2015
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