Chap 8
Replications and Payoffs
Mechanics of Options Markets
Payoff and Replications Chapters 8, 10. Review of Option Types A call is an option to buy A put is an option to sell A European option can be exercised.
Options in Projects/Investments/Acquisitions F One limitation of traditional investment analysis (NPV) is that it is static and does not adequately capture.
Mechanics of Options Markets Chapter 8 1. 2 Assets Underlying Exchange-Traded Options Page 183-184 Stocks Stock Indices Futures Foreign Currency Bond.
1 Chapter 22 Exotic Options: II. 2 Outline Simple options that are used to build more complex ones Simple all-or-nothing options All-or-nothing barrier.
Derivatives-II
Chapter 22 Exotic Options: II
Mechanics of Options Markets Chapter 9 9.1. Goals of Chapter 9 9.2 Introduce different types of options – Including call and put options, European vs.
Session 23: Valuing Equity in Distressed Firms as an option
