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A Primer on Valuing Simple Risk-Free Bonds

Schill, Michael J.

F-1443 | Published June 29, 2004 | 6 pages. Technical Note

Collection: Darden School of Business

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Options on stock indexes, currencies, and futures all have something in common: the holder of the option does not get the same thing 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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