The relationship between Put and Call options
Sep 19, 2015 - 2:15 PM
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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