Abstract
In this chapter we discuss basic concepts of option management. We will consider both European and American call and put options and practice concepts of pricing, look at arbitrage opportunities and the valuation of forward contracts. Finally, we will investigate the put-call parity relation for several cases.
The prize must be worth the toil when one stakes one’s life onfortune’s dice.Dolon to Hector, Euripides (Rhesus, 182)
The prize must be worth the toil when one stakes one’s life onfortune’s dice.Dolon to Hector, Euripides (Rhesus, 182)
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Borak, S., Härdle, W.K., López-Cabrera, B. (2013). Introduction to Option Management. In: Statistics of Financial Markets. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33929-5_2
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DOI: https://doi.org/10.1007/978-3-642-33929-5_2
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