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Financial engineering3478
1.
Financial Engineering &
Physical Sciences
2.
3.
4.
5.
Buy Call
6.
Sell Call
7.
Buy Put
8.
Sell Put
9.
Strangle (OTM
Call + OTM Put)
10.
Condor (DITM
Call – ITM Call – OTM Call + DOTM Call)
11.
Back Spread
(2 OTM Calls – 1 ATM Call)
12.
Strap (2
ATM Calls + 1 ATM Put)
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
Payoff from Call
Option Probability Distribution of Stock Price
28.
29.
30.
31.
32.
33.
34.
35.
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