Options on stock indices, currencies and futures all have something in common. In each of these cases, the holder of the option has not the same things that the owner of the Underlying is. This affects the value of the option. In this sense, we cover the rating implications for options on stock indices, currencies and futures.

Options on stock indices, currencies and futures all have something in common. In each of these cases, the holder of the option has not the same things that the owner of the Underlying is. This affects the value of the option. In this sense, we cover the rating implications for options on stock indices, currencies and futures.
«Hide

from
Robert M. Conroy
17 pages.
Release Date: 3 October 2008. Prod #: UV1048-PDF-ENG
Options on stock indices, currencies and futures HBR case solution