Abstract
Since some of these corporate actions will have an impact on an investor’s holdings or the share price or both, it will have a material impact on the terms of any associated derivative contract.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
One call option is assumed to be written on one underlying asset.
Bibliography
Citigroup (2008) A jargon-busting guide to volatility surfaces and changes in implied volatility Equity derivatives research
Simmons, M. (2002) Securities Operations Wiley Finance Series
Author information
Authors and Affiliations
Copyright information
© 2017 The Author(s)
About this chapter
Cite this chapter
Schofield, N.C. (2017). Corporate Actions. In: Equity Derivatives. Palgrave Macmillan, London. https://doi.org/10.1057/978-0-230-39107-9_2
Download citation
DOI: https://doi.org/10.1057/978-0-230-39107-9_2
Published:
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-0-230-39106-2
Online ISBN: 978-0-230-39107-9
eBook Packages: HistoryHistory (R0)