Show that if interest rates are zero and call option prices
Show that if interest rates are zero and call option prices are a differentiable function of strike then the derivative of the prices with respect to strike must lie between -1 and 0. What if interest rates are non-zero?
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for each of the following pairs of prices of risky 1-year zero-coupon bond s with principal 1 and 1-year riskless
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show that if interest rates are zero and call option prices are a differentiable function of strike then the derivative
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suppose no-arbitrage bounds for an option price show that the price lies between l1 and l2 in a world without
if interest rates increase how will the forward price of an asset change how will the value of a forward contract
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