Basic American put and call option pricing at expiration in U.S. Capital market

Search by :

ALL Author Subject ISBN/ISSN Advanced Search

Last search:

Basic American put and call option pricing at expiration in U.S. Capital market

Bustaman, Yosman - Personal Name; Rustandi, Mia Vania - Personal Name;

The purpose of this research paper is to study basic American put and call option pricing at expiration in U.S. capital market. A secondary purpose is to analyze strategies to use American options and the influence on the gain from capital market by using these options. rnrnThe theory which has initiated this thesis is derived from International Financial Management, Eun and Resnick (2001).rnrnThe research was conducted using observational study, by calculating terminal value from using basic option pricing at expiration formula, and also by referring from books, journals and other sources for theories so as to calculate the percentage of writers having strategies to use options. Calculations to compare the gains at expiration from using or not using basic American options have furthermore been conducted.rnrnThe essentials of understanding options contracts, how to use them and the difference in the gains they could provide can hopefully be achieved after completion of this thesis.

Availability

B00234 (wh) Available

Detail Information

Series Title: -
Call Number: 234
Publisher: : Swiss German University., 2007
Collation: -
Language: English
ISBN/ISSN: -
Classification: NONE
Content Type: -
Media Type: -
Carrier Type: -
Edition: -
Subject(s): IBA
Specific Detail Info: -
Statement of Responsibility: -

Other version/related

No other version available

File Attachment

No Data

Comments

You must be logged in to post a comment