Chapter 17. Options markets: introduction презентация
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- 2. Options Derivatives are securities that get their value from the price
- 3. Chinese Currency options
- 4. The Option Contract: Calls A call option gives its holder the
- 5. Option quotation
- 6. Warrants in Hong Kong Warrant Terms and Indicators Warrant Name South
- 7. The Chinese Warrants Bubble, by Wei Xiong et al. In
- 8. The Option Contract: Puts A put option gives its holder the
- 9. The Option Contract The purchase price of the option is called
- 10. Example 17.1 Profit and Loss on a Call A January 2010
- 11. Example 17.1 Profit and Loss on a Call Suppose IBM sells
- 12. Example 17.2 Profit and Loss on a Put Consider a January
- 13. Example 17.2 Profit and Loss on a Put Suppose IBM’s price
- 14. Market and Exercise Price Relationships In the Money - exercise of
- 15. American vs. European Options American - the option can be exercised
- 16. Different Types of Options Stock Options Index Options Futures Options Foreign
- 17. Payoffs and Profits at Expiration - Calls Notation Stock Price =
- 18. Payoffs and Profits at Expiration - Calls Payoff to Call Writer
- 19. Figure 17.2 Payoff and Profit to Call Option at Expiration
- 20. Figure 17.3 Payoff and Profit to Call Writers at Expiration
- 21. Payoffs and Profits at Expiration - Puts Payoffs to Put Holder
- 22. Payoffs and Profits at Expiration – Puts Payoffs to Put Writer
- 23. Figure 17.4 Payoff and Profit to Put Option at Expiration
- 24. Option versus Stock Investments Could a call option strategy be preferable
- 25. Option versus Stock Investments Strategy A: Invest entirely in stock. Buy
- 26. Option versus Stock Investment
- 27. Strategy Payoffs
- 28. Figure 17.5 Rate of Return to Three Strategies
- 29. Strategy Conclusions Figure 17.5 shows that the all-option portfolio, B, responds
- 30. Protective Put Conclusions Puts can be used as insurance against stock
- 31. Covered Calls Purchase stock and write calls against it. Call writer
- 32. Table 17.2 Value of a Covered Call Position at Expiration
- 33. Figure 17.8 Value of a Covered Call Position at Expiration
- 34. Straddle Long straddle: Buy call and put with same exercise price
- 35. Table 17.3 Value of a Straddle Position at Option Expiration
- 36. Figure 17.9 Value of a Straddle at Expiration
- 37. Spreads A spread is a combination of two or more calls
- 38. Table 17.4 Value of a Bullish Spread Position at Expiration
- 39. Figure 17.10 Value of a Bullish Spread Position at Expiration
- 40. Collars A collar is an options strategy that brackets the value
- 41. Put-Call Parity The call-plus-bond portfolio (on left) must cost the same
- 42. Put Call Parity - Disequilibrium Example Stock Price = 110 Call
- 43. Table 17.5 Arbitrage Strategy
- 44. Option-like Securities Callable Bonds Convertible Securities Warrants Collateralized Loans
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