期货期权及其衍生品配套件（全34章）Ch10.pptVIP

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期货期权及其衍生品配套件（全34章）Ch10.ppt

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期货期权及其衍生品配套件（全34章）Ch10

* * Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 Trading Strategies Involving Options Chapter 10 Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 * Types of Strategies Take a position in the option and the underlying Take a position in 2 or more options of the same type (A spread) Combination: Take a position in a mixture of calls puts (A combination) Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 * Positions in an Option the Underlying (Figure 10.1, page 220) Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 * Profit ST K Profit ST K Profit ST K Profit ST K (a) (b) (c) (d) Bull Spread Using Calls(Figure 10.2, page 221) Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 * K1 K2 Profit ST Bull Spread Using PutsFigure 10.3, page 222 Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 * K1 K2 Profit ST Bear Spread Using PutsFigure 10.4, page 223 Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 * K1 K2 Profit ST Bear Spread Using CallsFigure 10.5, page 225 Options, Futures, and Other Derivatives, 7th International Edition, Copyright ? John C. Hull 2008 * K1 K2 Profit ST Box Spread A combination of a bull call spread and a bear put spread If all options are European a box spread is worth the present value of the difference between the strike prices If they are American this is not necessarily so. (See Business Snapshot 10.1) Options,