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ADMS 4503 (13)

Class Notes for ADMS 4503 at York University

Derivative Securities

Assignment 2.docx

ANSWER 1. a. Fair price of 6 month call on GS: p≥ max...

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS4503-Assignment2-W13.pdf

AP/ADMS 4503 3.0 Derivative Securities ...

Administrative Studies
ADMS 4503
Nabil Tahani
Assignment 1.docx

LIH TING JOYCE LI STUDENT# 211423803 ...

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS4503-Assignment1-W13.pdf

ADMS4503 3.0 ...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture 10.docx

LECTURE 10 Example: slide 13 S0= 50, K = 52, r = 5% T = 2y , m =...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture 9.docx

LECTURE 9 Note: all black lines are initial posi...

Administrative Studies
ADMS 4503
Nabil Tahani
Strategies.docx

Strategies Box spread and tax ...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture 8.docx

Put call parity -rT c + Ke = p + S 0 Example : S0= 200, K...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture7.docx

LECTURE 6 An option is a right to buy ( call)/ to sell (put) the u...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture5.docx

Arbitrage dividend PDF : S0= $50 R = 6% F0(t= 6months) = $51.30...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture2.docx

LECTURE 2. From our point of view: prices of future and forward c...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture1.docx

LECTURE 1 Derivatives : options/ futures – depend on stock price ...

Administrative Studies
ADMS 4503
Nabil Tahani
Lecture 3

LECTURE 3 Margin example : You lose money when price of the secur...

Administrative Studies
ADMS 4503
Nabil Tahani

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