Derivatives Flashcards
1
Q
Option payoff for a long call option
A
2
Q
Expiration value short call
A
3
Q
Expiration value of a long put option
A
4
Q
Expiration value of a short put
A
5
Q
Forward price
A
6
Q
Value of a forward
A
7
Q
Put call parity
A
8
Q
Binomial option model
A
9
Q
Hedge ratio
A
10
Q
Risk neutral probability of an up move
A
