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20 Cards in this Set
- Front
- Back
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Present Value
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Forward contract who delivers?
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The short
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x F n means?
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x year rate, n years out
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Future or Forward Contact
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Equity forward with Present value and future
value of dividends |
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Equity Forward at time t
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Forward on equity index or continuously dividend
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Forward on equity index or continuously dividend at time t
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Forwards on Fixed Income
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Currency Forward
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Currency Forward
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Curreny Forward Value at time t
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Forwards on Fixed Income at time t
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Delta equation
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change in call
---------------------------- change in stock price |
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Vega
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THINK: V
Volatility + for puts and calls |
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Rho
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Think R
THINK: Risk Free Rate + for call, - for put |
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Theta
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THINK: T/Time
Time to expiration Value approaches zero for put, call |
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Delta-Neutral Hedging
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Put to call parity
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Options on Forward and Futures
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