Assignment for Tuesday, November 22, 2016

-----------------------------------------

Fourth (Last) Exercise Set is on the website and will be due Today, ie Tuesday, November 22

-----------------------------------------

Read: My notes on Chapter D04. These are complete (no blanks) on the website.

--------------------

Focal Points:

Know the two formulas and use of the put-call parity.

How are certain combinations of derivatives used to create a strategic advantage?

How is the Black-Scholes fromula used to set the price of a call?

--------------------

Problems: D3-1, D3-2, D3-3, D3-4, D3-5

--------------------