MT 10 - Option Pricing Theory Flashcards
1
Q
Pricing: set up a replicating portfolio
No-arbitrage call price
A
2
Q
Features of derivative price
A
3
Q
Replication versus risk-neutral pricing
A
4
Q
A
FM213 Finance > MT 10 - Option Pricing Theory > Flashcards
Pricing: set up a replicating portfolio
No-arbitrage call price
Features of derivative price
Replication versus risk-neutral pricing