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  OPTION PRICING Bhabani Shankar Parida Product Specialist / WB - FMSD  John C. Hull, Options, Futures and Other Derivatives (6th Edition)     New York: Prentice Hall Ch-11  Binomial Trees One-step Binomial Risk  – Neutral Valuation Two-step Binomial Trees Matching Volatility with u and d Ch-13  Black  – Scholes-Merton Model Stock Price Properties Volatility Black  – Scholes  – Merton Differential Equation Black  – Scholes Option Pricing Formulas Black  – Scholes  – Merton Risk-Neutral Valuation Implied Volatilities  Hull, Chapter 2 Mechanics of Option Markets Bhabani Shankar Parida Product Specialist / Global Markets Risk Applications     Exchanged-Traded Options    Exchange-Traded Stock Options    Flex Option and Long-Term Equity Anticipation Securities (LEAPS®)    Margins    Warrants, Executive Stock Options, and Convertibles  Hull, Chapter 9 Properties of Stock Options   Bhabani Shankar Parida Product Specialist / Global Markets Risk Applications      Factors Affecting Option Prices   Upper and Lower Bounds for Options Prices   Put  – Call Parity   European and American Call Options   Dividends
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