Archive for Options

putcall-parity-arbitrage-opportunities-in-nifty_1 PutCall Parity Arbitrage Opportunities in NIFTY Index Options Market

This paper aims to analyze the efficiency of the Nifty options market. The put-call parity relation is used to test the efficiency of the

5 Июль, 2015 No Comment Read More

putcall-parity-upper-and-lower-bounds-of-options_1 PutCall Parity Upper and Lower Bounds of Options

Upper and Lower Bounds of Options We will derive upper and lower bounds of call and put options for both European and American options.

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put-call-parity-help-for-forward-and-contract_1 Put call parity Help for Forward and Contract Options

Definition: Put Call Parity is an option pricing concept that requires the extrinsic values of call and put options to be in equilibrium so

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indexlinked-certificates-of-deposit-upside_1 Put Call Parity A Measure of Equilibrium in PutCall Transactions

Put call parity definition Put call parity is defined as the relationship that exists between the prices of European put and call options which

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options-the-basics-of-covered-calls_1 Put Call Parity Understanding the Relationship Between Options and Stock

Call — Put = Stock — Strike Put Call Parity is a theorem that defines a price relationship between a call option, put option

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put-call-parity_1 Options PutCall parityPart I

Options: Put-Call parity-Part I by J Victor on July 15th, 2012 Is there a relationship between the value of a call and the value

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options-arbitrage_1 Options Arbitrage

Exercise Arbitrage The easiest arbitrage opportunities in the option market exist when options violate simple pricing bounds. No option, for instance, should sell for

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option-pricing_1 Option Pricing

Put/call parity is a captivating, noticeable reality arising from the options markets. By gaining an understanding of put/call parity, one can begin to better

5 Июль, 2015 No Comment Read More

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