Question
Ignoring time value of money, what is your maximum possible loss if you bought a put option on 1 with a strike price of 1.65$/
Ignoring time value of money, what is your maximum possible loss if you bought a put option on 1 with a strike price of 1.65$/ for $0.15 and, at the same time, bought a call option on 1 with a strike price of 1.65$/ for $0.25?
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Introduction To Mathematical Finance Discrete Time Models
Authors: Stanley R. Pliska
1st Edition
1557869456, 9781557869456
