Scribd Logo
Upload

Welcome to Scribd!

  • 215 views

    Shirt: K4 F Etf K

    Uploaded by

    api-616486329
    The document discusses various financial derivatives strategies and concepts including: - Covered calls and protective puts which involve holding the underlying stock while writing call or put options. - The Black-Scholes model and binomial option pricing models which are used to price options. - Risk management strategies like long-treasury positions to hedge derivative exposures. - Other concepts mentioned include butterflies spreads, delta neutral strategies, and put-call parity relationships.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content

    You might also like

    Shirt: K4 F Etf K

    Uploaded by

    api-616486329
    215 views3 pages
    The document discusses various financial derivatives strategies and concepts including: - Covered calls and protective puts which involve holding the underlying stock while writing call or put options. - The Black-Scholes model and binomial option pricing models which are used to price options. - Risk management strategies like long-treasury positions to hedge derivative exposures. - Other concepts mentioned include butterflies spreads, delta neutral strategies, and put-call parity relationships.

    Original Description:

    Original Title

    f4e8fca10f3b4c1c8b21

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document discusses various financial derivatives strategies and concepts including: - Covered calls and protective puts which involve holding the underlying stock while writing call or put options. - The Black-Scholes model and binomial option pricing models which are used to price options. - Risk management strategies like long-treasury positions to hedge derivative exposures. - Other concepts mentioned include butterflies spreads, delta neutral strategies, and put-call parity relationships.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    215 views3 pages

    Shirt: K4 F Etf K

    Uploaded by

    api-616486329
    The document discusses various financial derivatives strategies and concepts including: - Covered calls and protective puts which involve holding the underlying stock while writing call or put options. - The Black-Scholes model and binomial option pricing models which are used to price options. - Risk management strategies like long-treasury positions to hedge derivative exposures. - Other concepts mentioned include butterflies spreads, delta neutral strategies, and put-call parity relationships.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 3

    1¥ '¥É☐i

    •
    FEET straddle shirt 189 :-#¥¥¥
    •
    ¥1s# strangle "ÑÉ¥i¥¥9¥-¥
    F¥¥E strap ¥¥ it put -12 call
    •

    H¥¥É strip V¥ i 2 putt I call


    ,
    •
    A- ¥¥T¥¥¥±¥eK4"1¥É¥
    •
    Condor ~

    E¥¥E¥I :
    •
    egi butterfly -5¥ Ex
    •
    2002K¥ ¥k4¥☒¥¥F¥¥¥£EtF¥¥k
    -

    •
    putwrite index : same as e¥E¥¥¥¥☒¥

    ¥¥I¥¥kÉXE¥ .EE#b-b--tkEtXE.EBEE-tE=--tkFEE ¥¥¥¥¥ #


    .

    16000 -
    b 80W ¥-83 low ,1EÉ¥3 Shore put _bitF☒¥Y¥ ,
    shore put b
    14000 -
    b now ☒
    now-1k£
    keBME¥ÉbYI -
    R

    16000 b sow #¥+310 WHEE'¥3 Shore putKEEFEbit¥1315


    -

    b
    18000 b 90W ☒ ke¥¥E¥¥KlR
    -

    80Wtp
    •
    buy write #bputwriteE.tt#EDti-isEeF-DF%Ea-¥YÉ☒Ek¥B
    •
    butterfly ☒ F4FÉFÉ¥E5¥ EYED egial ¥914 '¥t¥<¥⇐A¥¥B¥¥±
    -

    •
    30 delta buy write index :
    -
    -

    ¥E##F¥¥H-
    •
    CMBO : covered call 1- shore put
    Shore

    ftp.T#1l+1M9stok---
    covered can
    •

    tlong-reasury-EYYIE.EE#DiFEBFH1oE
    FEB #¥¥¥¥K☒E¥**¥e9¥¥¥z¥#Y¥ -1*-1 -4k¥ ,

    ¥111# HE
    •
    Ltcm -1=14 : ¥¥¥=¥¥¥ÉFtX9¥¥0¥¥E¥E¥F¥Et¥mF¥¥.EE#E5-D-tE-ElExF-Xwarl
    4%-315%-4,71-¥i¥¥4F # buy side
    -11¥ # ¥1377
    •

    •
    put-
    call parity : ctke-rt-stp-fy-EY-gpp.tt
    ¥1 '¥É¥¥¥1EÉ%K①¥Y¥¥xH¥

    ¥¥ti¥%¥×¥É¥)¥¥H¥ÉK
    •

    ③ 51=-5*1*1-1

    0¥ Kett > )
    ¥eYKtA¥TE ,
    c> Pei c-F- s - o
    OEEH.IM#YY-B4titFYEnFt-
    The JR binomial tree

    d 5- Sprdttssdz

    d In 5- ( µ
    -

    £84 dtt 8D2-


    'M EMdttsdz
    Sti Sti
    -

    -
    e

    za9¥¥u=elr-9-¥Hdtt8Fdl,d=er-g_-ñ4dt-ñ#
    Qi H¥Ei¥-¥É¥ ?

    Ai¥¥¥¥DF¥¥iB3¥¥¥i¥⇐¥¥+k£EH¥x2ÉÉ¥At¥¥x÷É¥t¥¥¥¥±#5T¥ ,

    ☒¥ '¥Fk¥¥t¥¥FÉ¥¥¥¥ ¥=¥H¥ H¥Fs¥É¥¥¥B"¥¥1k¥¥HI¥Éts¥


    ¥¥¥*¥¥E&¥¥#¥É¥¥4¥¥¥¥¥ #ia¥¥b-¥É¥Éi¥¥*8

    You might also like