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Greek Letters and Portfolio Insurance

In: Essentials of Excel VBA, Python, and R

Author

Listed:
  • John Lee

    (Center for PBBEF Research)

  • Jow-Ran Chang

    (National Tsing Hua University)

  • Lie-Jane Kao

    (Takming University of Science and Technology, College of Finance)

  • Cheng-Few Lee

    (The State University of New Jersey, Rutgers School of Business)

Abstract

In Chapter 26, we have discussed how the call option value can be affected by the stock price per share, the exercise price per share, the contract period of the option.

Suggested Citation

  • John Lee & Jow-Ran Chang & Lie-Jane Kao & Cheng-Few Lee, 2023. "Greek Letters and Portfolio Insurance," Springer Books, in: Essentials of Excel VBA, Python, and R, edition 2, chapter 0, pages 191-203, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-14283-3_8
    DOI: 10.1007/978-3-031-14283-3_8
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