Properties of stock options chapter
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View Flashcards Create Flashcards. Properties of Stock Options. Arial, Helvetica, sans-serif; color: European call option price p: European put option price Properties 0: Stock price today K: Life of option s: Volatility options stock price C: American call option price P: American put option price S T: Stock price at option maturity D: PV of dividends paid during life of option r Risk-free rate for maturity T with cont.
Suppose that Is there options arbitrage opportunity? This is the end of the preview. Sign up to access the rest of the properties. TERM Winter '14 PROFESSOR ramanasonti Click to edit the document details. Share this link with a friend: Study on the go Download the iOS app Download the Android app. Create a Chapter account now stock get started. The email address you entered is not valid. The email address you provided is already in use. Your username must be at least chapter characters.
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