All events
Workshop – TCH, Room 0201
Options and Derivatives Problem Session
Apply derivatives and no-arbitrage concepts through quantitative problems involving options, replication, and pricing relationships.
Prerequisites: Attendance at the Options and Derivatives Workshop and No-Arbitrage Workshop is recommended
- Calls, puts, and payoff diagrams
- Put-call parity, replication, and arbitrage
- Option bounds, hedging, and introductory derivatives pricing problems