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The top documents tagged [butterfly spread]
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SOA FM Sample Derivatives Questions
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Payoff and Replications Chapters 8, 10. Review of Option Types A call is an option to buy A put is an option to sell A European option can be exercised
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Spreads A spread is a combination of a put and a call with different exercise prices. Suppose that an investor buys simultaneously a 3-month put option
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Fundamentals of Futures and Options Markets, 7th Ed, Ch 11, Copyright © John C. Hull 2010 Trading Strategies Involving Options Chapter 11 1
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