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Option strategies are the simultaneous, and often mixed, buying or selling of one or more options that differ in one or more of the options' variables. Call options, simply known as Calls, give the buyer a right to buy a particular stock at that option's strike price. Opposite to that are Put options, simply known as Puts, which give the buyer ...
A long butterfly options strategy consists of the following options : Long 1 call with a strike price of (X − a) Short 2 calls with a strike price of X. Long 1 call with a strike price of (X + a) where X = the spot price (i.e. current market price of underlying) and a > 0. Using put–call parity a long butterfly can also be created as follows:
t. e. In finance, an option is a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an underlying asset or instrument at a specified strike price on or before a specified date, depending on the style of the option. Options are typically acquired by purchase, as a form of ...
Hygrometer. Dry / Wet-bulb temperature. v. t. e. Psychrometrics (or psychrometry, from Greek ψυχρόν (psuchron) 'cold', and μέτρον (metron) 'means of measurement'; [1] [2] also called hygrometry) is the field of engineering concerned with the physical and thermodynamic properties of gas - vapor mixtures .
The Lund and Browder chart is a tool useful in the management of burns for estimating the total body surface area affected. It was created by Dr. Charles Lund, Senior Surgeon at Boston City Hospital, and Dr. Newton Browder, based on their experiences in treating over 300 burn victims injured at the Cocoanut Grove fire in Boston in 1942. [1]
Foreign exchange option – the right to sell money in one currency and buy money in another currency at a fixed date and rate. Strike price – the asset price at which the investor can exercise an option. Spot price – the price of the asset at the time of the trade. Forward price – the price of the asset for delivery at a future time.
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Margrabe's formula. In mathematical finance, Margrabe's formula [1] is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.
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