TEST BANK FOR An Introduction to the Mathematics of Financial Derivatives 2nd Edition By Salih N. Neftci
Chamberlian School of Nursing
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Exam (elaborations) TEST BANK FOR An Introduction to the Mathematics of Financial Derivatives 2nd Edition By Salih N. Neftci
- Exam (elaborations) • 91 pages • 2021
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−20 
−15 
−10 
−5 
0 
5 
10 
15 
20 
short stock 
short call 
combined position 
written call 
short stock 
short stock + short call 
FIGURE 0.1 Payo diagram for both a short sale of stock and an at-the-money call. 
i 
Payo diagram at expiration: 
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0 
0.5 
1 
1.5 
2 
2.5 
3 
3.5 
long put 
long call 
put + call 
FIGURE 0.2 Payo diagram for a long put with strike K1 and a long call with strike K2, K1 < K2. 
Payo diagram at expiratio...
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