PDF OPTIONS and FUTURES Lecture 3 Put Options and Distribution


And FUTURES Distribution and Put PDF 3 Lecture OPTIONS Options


Subsequently, he provides a graphical representation for the value of a call and a put option, and, in this context, addresses the put-call parity for European options. Within the framework of the Binomial Asset Pricing model, he derives the value of a call-option from the no-arbitrage-principle, and, as a continuous-time analogue to this formula, he presents the Black-Scholes Option Pricing formula.

Professor Shiller concludes the lecture with some thoughts about options.




PDF OPTIONS and FUTURES Lecture 3 Put Options and Distribution

And FUTURES Distribution and Put PDF 3 Lecture OPTIONS Options

And FUTURES Distribution and Put PDF 3 Lecture OPTIONS Options



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