Discount applied successfully

Buy custom Financial derivatives

Essay's paper info
Topic: Business
Number of pages / Number of words: 4 / 1092
Essay's paper body

So the call option prices would be $5,02, and put option price is $0,84. The put option is much cheaper because the strike price is relatively low ($13,1).

4. Our next client is an Almaty’s rich investor, who wants to invest $10 000 000 to ”preserve and multiply”. To hedge an investment we decided to long put options with the strike price of $15,3, but there were no relevant puts in the market...


Essay fragment Read more

Need an Essay?

Choose one of the options below

Custom Written Essays

  • Order plagiarism free custom written essay
  • All essays are written from scratch by professional writers according to your instructions and delivered to your email on time. Prices start from $11.99 /page
Order Custom Paper

Full Access to Essays Database

  • This option gives you the immediate access to all 184 988 essays
  • You get access to all the essays and can view as many of them as you like for as little as $28.95/month
Buy Database Access

If at our website you can not find any essay you need for your study, you can order a paper on any topic with us.
Our company employs only qualified writers that are Master's and PhD holders.

Order custom written essay

Benefits
  • Research papers are written by professional writers
  • Requirements are always met
  • Posibility to control the working process of your paper
  • A chance of becoming the best student in your class.

So we made a decision to create a synthetic put.

Using Benninga’s “Financial Modelling” we have found synthetic put’s strike price.

(A)

z= 1 Insurance level

S 16,29

X 19,2332258

T 0,75

r 2,64%

Volatility 47,98%

d1 -0,144301122

d2 -0,352060616

N(d1) 0,442631346 N(-d1) 0,557369

N(d2) 0,362396402 N(-d2) 0,637604

p 9,776617898

Equation 0,00

$10 000 000z - is minimum return from investment...


Essay fragment

General points of the essay

NGV is better option Option A Option spreads The Stop Option Creationism: The Only Option Real Option stock option Homelessness Is Not An Option Homeschooling is the better Option When Torture Is the Only Option... Ge Stock Option Fathering, An Option? option pricing theory Shang-Wa Electronics Option Abortion gives the mother an option

Essays related to the topic
Title Pages / Words Select
options research essay 4 / 946
Financial derivatives essay 4 / 1092
The Ambivalence Of Abortion essay 2 / 430
Cost/Effectiveness Analysis essay 1 / 216
Abortion: A right to choose essay 2 / 310
Tax analysis essay 2 / 297
Abort- Only When Necessary essay 2 / 502
Services