The relationship between Put and Call options

Event
Saturday, September 19, 2015 - 2:15pm
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The relationship between Put and Call options

 

Date: Friday, September 19
Time: 2:10 pm -- 4:30 pm
Place: 368A Heady Hall
Speaker: Zheng Xu

Abstract:

We will meet at 2:10 on Friday (tomorrow) at 368A Heady Hall.  It will last until 4:30pm. Zheng Xu will start leading the discussion on Merton (1973, Bell J. Econ. and Management, p141). We have read the first three sections of this seminal paper. Zheng will talk about the relationship between Put and Call options. I will then� discuss the derivation of the option pricing formula of Black-Scholes type. I Song Chen

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