Search for tag: "arbitrage"

ARE139: Lecture 18, Fall 2015

Lecture 18 covers hedging using options and compares the benefits of hedging using options versus hedging using futures. Examples of hedging using options are presented.

From  Laurie Warren on December 3rd, 2015 0 likes 27 plays 0  

ARE139: Lecture 17, Fall 2015

Lecture 17 introduces the concept of put-call parity and its implications for options pricing. Arbitrage relationships between options contracts are discussed.

From  Laurie Warren on December 1st, 2015 0 likes 13 plays 0