Ivey Publishing
Julia Reka: Analyzing Put Options
Product Number:
9B15E001
Publication Date:
01/20/2015
Revised Date:
01/20/2015
Length:
5 pages (2 pages of text)
Product Type:
Case (Library)
Source:
Ivey
In 2014, an Amazon stockholder wants to decide the long/short positions for several put options that would result in the lowest risk at the best possible return on her stocks. In particular, she is looking to generate as much return as the status quo strategy where no put options are used.
Learning Objective:
This case is suitable for an undergrad or MBA management science course; it can also be taught in a finance course or module. The key concepts are lognormal stock pricing model, normally distributed random numbers, simulation, hardcoding random numbers, optimization and statistical analysis.
Issues:
Disciplines:
Management Science
Industries:
Finance and Insurance
Setting:
Small, 2014
Intended Audience:
Undergraduate/MBA
Price:
$5.30 CAD / $5.00 USD Printed Copy
$4.50 CAD / $4.25 USD Permissions
$4.50 CAD / $4.25 USD Digital Download
Associated Materials
Supplements: 7B15E001 (80 KB)
Translations: Simplified Chinese (5 pages)
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