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Options on Stock Indexes, Currencies, an...

Conroy, Robert M.

Technical Note

Options on Stock Indexes, Currencies, and Futures

Conroy, Robert M.

F-1433 | Published October 3, 2007 | 17 pages Technical Note

Collection: Darden School of Business

Product Details

Options on stock indexes, currencies, and futures all have something in common. In each of those cases, the holder of the option does not get the same things that the holder of the underlying asset gets. This affects the value of the option. In this note, we cover the valuation implications of this for options on stock indexes, currencies, and futures.

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