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A credit spread involves simultaneously selling an option and buying another option with the same expiry but different strike prices. This creates a hedged position where the potential loss is capped, ensuring your capital is protected. This hedging aspect makes credit spreads a low-risk strategy co...
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Labels:COMMODITY,INTRADAY 21 SEP NSE INDEX OPTION TIPS Posted by Arnab Mahalderat12:17:00 PM Labels:INTRADAY,
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The main objectives of this paper are to incorporate modification in Black-Scholes option pricing model formula by adding some new variables on the basis of given assumption related to risk-free interest rate, and also shows the calculation process of new risk-free interest rate on the basis of...
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