# All Educational Materials for ADMS 4503 at York University (YORKU)

• 13 Results

## ADMS 4503 Lecture Notes - Lecture 10: Risk-Free Interest Rate, Option Style, Call Option

4 Page
2 Apr 2013
S0 = 50, k = 52, r = 5% t = 2y , m = 2, t= 1 y, u = 1. 2 ,, d = 0. 8. The payoff for a put is k st , or 0. Put = [ p2 x fuu + 2p(1-p)fud + (1-p)2 fdd]
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## ADMS 4503 Lecture Notes - Futures Exchange, S&P 500 Index, Dividend Yield

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
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5 Page
4 Mar 2013
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## ADMS 4503 Lecture Notes - Lecture 8: Arbitrage, Option Style, Covered Call

6 Page
2 Apr 2013
Put call parity c + ke-rt = p + s0. S0 = 200, k = 180 r = 4% t = 1 year c = 40: what is p. We get p = c + ke-rt + s0. P = 12. 94: assume pmkt = 20, now
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## ADMS 4503 Lecture Notes - Lecture 9: Royal Aircraft Factory B.E.2, Arbitrage, Risk Neutral

9 Page
2 Apr 2013
Note: all black lines are initial positions, all red lines are the second step. S = 100, k = 100 div = 4 (time = 0. 5) r = 4% t = 1 cmkt = 40, pmkt = 2
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OC216152 Page
11 Feb 2013
27
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2 Page
11 Feb 2013
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## ADMS 4503 Lecture Notes - Bull Spread, Risk-Free Interest Rate, Alphabet Inc.

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
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1 Page
2 Apr 2013
It is however no longer available and cannot be done in the present market due to taxable advantage. 40 2x20 + 40 + 2 ( , 0) e. g. max( 660 a3 , 0) Any
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6 Page
2 Apr 2013
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5 Page
11 Feb 2013
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OC216154 Page
23 Jan 2013
39
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## ADMS 1010 Study Guide - Quiz Guide: Therefore I Am, Whole Foods Market, Invisible Hand

1 Page
23 Mar
Assumptions are basically things that are believed but not said or written down in proof. There are few underlying assumptions that are presented in pe
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## ADMS 4503 Lecture Notes - Futures Exchange, S&P 500 Index, Dividend Yield

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
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## ADMS 4503 Lecture Notes - Bull Spread, Risk-Free Interest Rate, Alphabet Inc.

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
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## ADMS 4503 Lecture Notes - Risk-Free Interest Rate, Convenience Yield, Spot Contract

4 Page
2 Apr 2013
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6 Page
2 Apr 2013
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1 Page
2 Apr 2013
It is however no longer available and cannot be done in the present market due to taxable advantage. 40 2x20 + 40 + 2 ( , 0) e. g. max( 660 a3 , 0) Any
View Document

## ADMS 4503 Lecture Notes - Lecture 9: Royal Aircraft Factory B.E.2, Arbitrage, Risk Neutral

9 Page
2 Apr 2013
Note: all black lines are initial positions, all red lines are the second step. S = 100, k = 100 div = 4 (time = 0. 5) r = 4% t = 1 cmkt = 40, pmkt = 2
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2 Page
11 Feb 2013
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5 Page
4 Mar 2013
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## ADMS 4503 Lecture Notes - Lecture 10: Risk-Free Interest Rate, Option Style, Call Option

4 Page
2 Apr 2013
S0 = 50, k = 52, r = 5% t = 2y , m = 2, t= 1 y, u = 1. 2 ,, d = 0. 8. The payoff for a put is k st , or 0. Put = [ p2 x fuu + 2p(1-p)fud + (1-p)2 fdd]
View Document

## ADMS 4503 Lecture Notes - Lecture 8: Arbitrage, Option Style, Covered Call

6 Page
2 Apr 2013
Put call parity c + ke-rt = p + s0. S0 = 200, k = 180 r = 4% t = 1 year c = 40: what is p. We get p = c + ke-rt + s0. P = 12. 94: assume pmkt = 20, now
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## ADMS 4503 Lecture Notes - Futures Exchange, S&P 500 Index, Dividend Yield

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
View Document

## ADMS 4503 Lecture Notes - Bull Spread, Risk-Free Interest Rate, Alphabet Inc.

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
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## ADMS 4503 Lecture Notes - Risk-Free Interest Rate, Convenience Yield, Spot Contract

4 Page
2 Apr 2013
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6 Page
2 Apr 2013
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1 Page
2 Apr 2013
It is however no longer available and cannot be done in the present market due to taxable advantage. 40 2x20 + 40 + 2 ( , 0) e. g. max( 660 a3 , 0) Any
View Document

## ADMS 4503 Lecture Notes - Lecture 9: Royal Aircraft Factory B.E.2, Arbitrage, Risk Neutral

9 Page
2 Apr 2013
Note: all black lines are initial positions, all red lines are the second step. S = 100, k = 100 div = 4 (time = 0. 5) r = 4% t = 1 cmkt = 40, pmkt = 2
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2 Page
11 Feb 2013
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5 Page
4 Mar 2013
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## ADMS 4503 Lecture Notes - Lecture 10: Risk-Free Interest Rate, Option Style, Call Option

4 Page
2 Apr 2013
S0 = 50, k = 52, r = 5% t = 2y , m = 2, t= 1 y, u = 1. 2 ,, d = 0. 8. The payoff for a put is k st , or 0. Put = [ p2 x fuu + 2p(1-p)fud + (1-p)2 fdd]
View Document

## ADMS 4503 Lecture Notes - Lecture 8: Arbitrage, Option Style, Covered Call

6 Page
2 Apr 2013
Put call parity c + ke-rt = p + s0. S0 = 200, k = 180 r = 4% t = 1 year c = 40: what is p. We get p = c + ke-rt + s0. P = 12. 94: assume pmkt = 20, now
View Document

6 Page
2 Apr 2013
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## ADMS 4503 Lecture Notes - Bull Spread, Risk-Free Interest Rate, Alphabet Inc.

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
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4 Page
2 Apr 2013
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## ADMS 4503 Lecture Notes - Futures Exchange, S&P 500 Index, Dividend Yield

4 Page
2 Apr 2013
You must sign and submit the standard cover page supplied as the last page of this assignment. Staple your assignment prior to handing it in. This assi
View Document

## ADMS 4503 Lecture Notes - Lecture 10: Risk-Free Interest Rate, Option Style, Call Option

4 Page
2 Apr 2013
S0 = 50, k = 52, r = 5% t = 2y , m = 2, t= 1 y, u = 1. 2 ,, d = 0. 8. The payoff for a put is k st , or 0. Put = [ p2 x fuu + 2p(1-p)fud + (1-p)2 fdd]
View Document

## ADMS 4503 Lecture Notes - Lecture 9: Royal Aircraft Factory B.E.2, Arbitrage, Risk Neutral

9 Page
2 Apr 2013
Note: all black lines are initial positions, all red lines are the second step. S = 100, k = 100 div = 4 (time = 0. 5) r = 4% t = 1 cmkt = 40, pmkt = 2
View Document

1 Page
2 Apr 2013
It is however no longer available and cannot be done in the present market due to taxable advantage. 40 2x20 + 40 + 2 ( , 0) e. g. max( 660 a3 , 0) Any
View Document

## ADMS 4503 Lecture Notes - Lecture 8: Arbitrage, Option Style, Covered Call

6 Page
2 Apr 2013
Put call parity c + ke-rt = p + s0. S0 = 200, k = 180 r = 4% t = 1 year c = 40: what is p. We get p = c + ke-rt + s0. P = 12. 94: assume pmkt = 20, now
View Document

5 Page
4 Mar 2013
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## ADMS 4503 Lecture Notes - Spot Contract, Arbitrage, Risk-Free Interest Rate

5 Page
11 Feb 2013
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