Options on Stock Indexes, Currencies, an...
Conroy, Robert M.
Options on Stock Indexes, Currencies, and Futures
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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