chap022 - CHAPTER 22 OPTIONS AND CORPORATE FINANCE SLIDES...

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CHAPTER 22 OPTIONS AND CORPORATE FINANCE SLIDES 22.1 Key Concepts and Skills 22.2 Chapter Outline 22.3 Options 22.4 Options 22.5 Call Options 22.6 Call Option Pricing at Expiry 22.7 Call Option Payoffs 22.8 Call Option Profits 22.9 Put Options 22.10 Put Option Pricing at Expiry 22.11 Put Option Payoffs 22.12 Put Option Profits 22.13 Option Value 22.14 Selling Options 22.15 Call Option Payoffs 22.16 Put Option Payoffs 22.17 Option Diagrams Revisited 22.18 Option Quotes 22.19 Option Quotes 22.20 Option Quotes 22.21 Option Quotes 22.22 Option Quotes 22.23 Option Quotes 22.24 Option Quotes 22.25 Combinations of Options 22.26 Protective Put Strategy 22.27 Protective Put Strategy 22.28 Covered Call Strategy 22.29 Long Straddle 22.30 Short Straddle 22.31 Put-Call Parity: p 0 + S 0 = c 0 + E /(1+ r ) T 22.32 Put-Call Parity 22.33 Put-Call Parity 22.34 Valuing Options 22.35 American Call 22.36 Option Value Determinants 22.37 An Option Pricing Formula 22.38 Binomial Option Pricing Model
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A-7 CHAPTER 22 SLIDES – CONTINUED 22.39 Binomial Option Pricing Model 22.40 Binomial Option Pricing Model 22.41 Binomial Option Pricing Model 22.42 Binomial Option Pricing Model 22.43 Binomial Option Pricing Model 22.44 Binomial Option Pricing Model 22.45 Delta 22.46 Delta 22.47 The Risk-Neutral Approach 22.48 The Risk-Neutral Approach 22.49 The Risk-Neutral Approach 22.50 Example of Risk-Neutral Valuation 22.51 Example of Risk-Neutral Valuation 22.52 Example of Risk-Neutral Valuation 22.53 Example of Risk-Neutral Valuation 22.54 Risk-Neutral Valuation and the Replicating Portfolio 22.55 The Black-Scholes Model 22.56 The Black-Scholes Model 22.57 The Black-Scholes Model 22.58 The Black-Scholes Model 22.59 Stocks and Bonds as Options 22.60 Stocks and Bonds as Options 22.61 Stocks and Bonds as Options 22.62 Mergers and Diversification 22.63 Example 22.64 Example 22.65 Example 22.66 22.67 Options and Capital Budgeting 22.68 Example: Low NPV 22.69 Example: Low NPV 22.70 Example: Negative NPV 22.71 Example: Negative NPV 22.72 Example: Negative NPV 22.73 Options and Capital Budgeting 22.74 Investment in Real Projects and Options 22.75 Quick Quiz
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CHAPTER 22 A-8 CHAPTER WEB SITES Section Web Address 22.1 www.888options.com 22.4 www.cboe.com www.pacificex.com www.phlx.com www.kcbt.com www.euronext.com 22.5 www.cboe.com 22.6 www.optionsnewsletter.com 22.7 www.phlx.com/products www.ivolatility.com 22.8 www.numa.com www.margrabe.com/optionpricing.html End-of-chapter material www.cfo.com www.cboe.com CHAPTER ORGANIZATION 22.1 Options 22.2 Call Options The Value of a Call Option at Expiration 22.3 Put Options The Value of a Put Option at Expiration 22.4 Selling Options 22.5 Option Quotes 22.6 Combinations of Options 22.7 Valuing Options Bounding the Value of a Call The Factors Determining Call Option Values A Quick Discussion of Factors Determining Put Option Values 22.8 An Option Pricing Formula A Two-State Option Model The Black-Scholes Model
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A-9 CHAPTER 22 22.9 Stocks and Bonds as Options
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chap022 - CHAPTER 22 OPTIONS AND CORPORATE FINANCE SLIDES...

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