Options Markets: Introduction

9/20/98


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Table of Contents

Options Markets: Introduction

Contingent Claims: Options

In-, Out- and At-the-money

Option basics

Value of Call @ Expiration

Value of Put @ Expiration

Option Strategies

Option Spreads

Vertical Bearish Call Spread

Option Spreads

Butterfly Spread

Put-Call Parity

Put-Call Parity

Does Put-Call Parity Hold?

Option-like Securities

collateralized loans

Exotic Options

Author: Susan D. Jordan

Email: sjordan@pop.uky.edu

Home Page: www.uky.edu/~sjordan/