Chapter 11 Options - its.caltech.edu
Chapter 11 Options 11-9 3 Properties of Options For convenience, we refer to the underlying asset as stock. It could also be a bond, foreign currency or some other asset. Notation: S: Price of stock now S T: Price of stock at T B: Price of discount bond with face value $1 and maturity T (clearly, B ≤ 1) C: Price of a European call with strike ...
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