48437期权、及其他衍生产品,9e-赫尔-1.pptxVIP

Chapter 17Options on Stock Indices and Currencies;Index Options (369);Index Option Example;Using Index Options for Portfolio Insurance;Example 1;Example 2;Calculating Relation Between Index Level and Portfolio Value in 3 months ;Determining the Strike Price (Table 17.2, page 369);European Options on AssetsProviding a Known Yield;European Options on AssetsProviding Known Yieldcontinued;Extension of Chapter 11 Results(Equations 17.1 to 17.3);Extension of Chapter 15 Results (Equations 17.4 and 17.5);Alternative Formulas (page 375);Valuing European Index Options;Implied Forward Prices and