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

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YORKADMS 4503Nabil TahaniWinter

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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YORKADMS 4503Nabil TahaniWinter

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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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Option Style, Risk-Free Interest Rate, S&P 500 Index

5 Page
4 Mar 2013
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YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

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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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Convenience Yield, Futures Exchange, Arbitrage

OC216152 Page
11 Feb 2013
27
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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Arbitrage, Net Profit, Short Squeeze

2 Page
11 Feb 2013
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YORKADMS 4503Nabil TahaniWinter

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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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bear Spread, Bull Spread

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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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bull Spread, Call Option, Arbitrage

6 Page
2 Apr 2013
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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Spot Contract, Arbitrage, Risk-Free Interest Rate

5 Page
11 Feb 2013
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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Dividend Yield, Risk-Free Interest Rate, Forward Contract

OC216154 Page
23 Jan 2013
39
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YORKWinter

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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YORKFall

ADMS 3530 Final: 3530-Final Exam-Type X Solutions.F16.post

18 Page
29 Oct 2019
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YORKFall

ADMS 3530 Final: 3530_Final_Tutorial Solutions.SU19 (1)

7 Page
29 Oct 2019
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YORKFall

ADMS 3530 Lecture Notes - Lecture 9: Effective Interest Rate, Savings Account, Callable Bond

7 Page
29 Oct 2019
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YORKFall

ADMS 3530 Final: 3530 Final Tutorial Questions.SU19 (1)

15 Page
29 Oct 2019
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YORKFall

ADMS 3530 Chapter 3: (2) Detailed Course Schedule

2 Page
29 Oct 2019
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YORKFall

ADMS 3530 Lecture 1: ADMS 3530 Lecture : (3) Help Session & Tutorial Schedule

2 Page
29 Oct 2019
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YORKFall

ADMS 3530 Chapter 2: (1) ADMS 3530 Course Outline

4 Page
29 Oct 2019
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YORKFall

ADMS 3530 Final: 3530 Final Exam Formula Sheet.F18

6 Page
29 Oct 2019
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YORKFall

ADMS 3530 Lecture 2: ADMS 3530-SU 19- Final Exam Information (R) (3)

1 Page
29 Oct 2019
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YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

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
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Risk-Free Interest Rate, Convenience Yield, Spot Contract

4 Page
2 Apr 2013
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bull Spread, Call Option, Arbitrage

6 Page
2 Apr 2013
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bear Spread, Bull Spread

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
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Arbitrage, Net Profit, Short Squeeze

2 Page
11 Feb 2013
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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Option Style, Risk-Free Interest Rate, S&P 500 Index

5 Page
4 Mar 2013
View Document
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

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
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YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

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
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Risk-Free Interest Rate, Convenience Yield, Spot Contract

4 Page
2 Apr 2013
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bull Spread, Call Option, Arbitrage

6 Page
2 Apr 2013
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bear Spread, Bull Spread

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
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Arbitrage, Net Profit, Short Squeeze

2 Page
11 Feb 2013
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Option Style, Risk-Free Interest Rate, S&P 500 Index

5 Page
4 Mar 2013
View Document
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

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

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YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bull Spread, Call Option, Arbitrage

6 Page
2 Apr 2013
View Document
YORKADMS 4503Nabil TahaniWinter

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
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Risk-Free Interest Rate, Convenience Yield, Spot Contract

4 Page
2 Apr 2013
View Document
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Bear Spread, Bull Spread

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
YORKADMS 4503Nabil TahaniWinter

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
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Option Style, Risk-Free Interest Rate, S&P 500 Index

5 Page
4 Mar 2013
View Document
YORKADMS 4503Nabil TahaniWinter

ADMS 4503 Lecture Notes - Spot Contract, Arbitrage, Risk-Free Interest Rate

5 Page
11 Feb 2013
View Document

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