Assignment for Tuesday,
November 22, 2016
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Fourth (Last) Exercise Set is on the website and will be due Today, ie Tuesday, November 22
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Read: My notes on Chapter D04. These are complete (no blanks) on the website.
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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?
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Problems: D3-1, D3-2, D3-3, D3-4, D3-5
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