Most likely calls will be used
Breakeven Price = Lower Strike Price +
Breakeven Price = Higher Strike Price – 24 more words
11 hours, 57 minutes ago
Most likely puts will be used.
11 hours, 58 minutes ago
12 hours, 1 minute ago
That the return of the underlying instrument follows geometric Brownian motion, implying a lognormal distribution of the return.
2 days, 11 hours ago
a dynamically managed portfolio of the underlying instrument and zero-coupon bonds.
h = C+ minus C- / S+ minus S-
h = P+ minus P- / S+ minus S-
DK Math & Stats
Hello. This post will be a short guide on solving first order lienar ordinary differential equations (ODEs).
You should be able to comfortably know derivatives and integrals from calculus. 468 more words
6 days, 3 hours ago