https://gdpark.blog/tags/stock-index-options/Recent content in Stock-Index-Options on gdpark.blogHugoenSat, 17 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-18-stock-index-options-and-currency-options/Fri, 16 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-18-stock-index-options-and-currency-options/Extending Black-Scholes to handle dividends, stock index options, and currency options — turns out it’s basically the same trick each time.https://gdpark.blog/posts/derivatives-19-stock-index-options-and-currency-options-practice-problems/Sat, 17 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-19-stock-index-options-and-currency-options-practice-problems/Practice problems on currency and stock index options — lower bounds, put-call parity, Black-Scholes puts, and hedging a portfolio with index puts.