FIN4520-Chapter11

FIN4520-Chapter11 - Underlying(Figure 11.1 page 250 Profit...

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Trading Strategies Involving Options Chapter 11 1
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Three Alternative Strategies Take a position in the option and the underlying Take a position in 2 or more options of the same type (A spread) Combination: Take a position in a mixture of calls & puts (A combination) 2
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Positions in an Option & the
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Unformatted text preview: Underlying (Figure 11.1, page 250) Profit S T K Profit S T K Profit S T K Profit S T K (a) (b) (c) (d) 3 Bull Spread Using Calls (Figure 11.2, page 251) K 1 K 2 Profit S T 4 Bull Spread Using Puts Figure 11.3, page 253 K 1 K 2 Profit S T 5...
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FIN4520-Chapter11 - Underlying(Figure 11.1 page 250 Profit...

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