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ADMS 4503 (13)

Class Notes for ADMS 4503 at York University

Derivative Securities

ADMS 4503 Lecture Notes - Bull Spread, Call Option, Arbitrage
by OneClass21615

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

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Bull Spread, Risk-Free Interest Rate, Alphabet Inc.

AP/ADMS 4503 3.0 Derivative Securities ...

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Risk-Free Interest Rate, Convenience Yield, Spot Contract

LIH TING JOYCE LI STUDENT# 211423803 ...

Administrative Studies
ADMS 4503
Nabil Tahani
Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Lecture 10: Risk-Free Interest Rate, Option Style, Call Option

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

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Lecture 9: Royal Aircraft Factory B.E.2, Arbitrage, Risk Neutral
by OneClass21615

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

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Bear Spread, Bull Spread
by OneClass21615

Strategies Box spread and tax ...

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Lecture 8: Arbitrage, Option Style, Covered Call

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

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

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

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Spot Contract, Arbitrage, Risk-Free Interest Rate

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

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Convenience Yield, Futures Exchange, Arbitrage
by OneClass21615

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

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Arbitrage, Net Profit, Short Squeeze
by OneClass21615

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

Administrative Studies
ADMS 4503
Nabil Tahani
ADMS 4503 Lecture Notes - Dividend Yield, Risk-Free Interest Rate, Forward Contract

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

Administrative Studies
ADMS 4503
Nabil Tahani

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