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(contingent claim), 469
"" (call), 470
"" (put), 470
"" (strike price), 470
(exercise price), 470
(expiration date), 470
(American-type option), 470
(European-type option), 470
(exchange-traded option), 471
(over-the-counter option), 471
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(intrinsic value), 472
(tangible value), 472
(out of the money), 472
(in the money),472
(at the money), 472
, (time value), 472
(index option),472
(cash settlement), 473
(payoff diagram), 474
"" "" (put-call parity relation), 479
(hedge ratio), 483
(self-financing investment), 485
(decision tree), 485
(binomial option-pricing model), 485
- (Black-Scholes model), 486
(implied volatility), 489
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