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Compact case
Case
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Reference no. UVA-F-0946
Subject category: Finance, Accounting and Control
Authors: Robert M Conroy (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 1991
Version: 05.1991
Length: 2 pages
Topics: Financial institutions; Market efficiency; Option pricing
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Abstract

This case deals with the introduction of put options in 1977. After a four-year experiment trading call options, the SEC is about to begin the trading of put options. Ed Burton is faced with establishing trading strategies based on put-call parity. The case introduces put-call parity and allows the students to examine the practical aspects of how arbitrage works in the options markets.
Teaching note
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Reference no. UVA-F-0946TN
Subject category: Finance, Accounting and Control
Authors: Robert M Conroy (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Published in: 1991
Length: 6 pages
View full details

About

Abstract

This case deals with the introduction of put options in 1977. After a four-year experiment trading call options, the SEC is about to begin the trading of put options. Ed Burton is faced with establishing trading strategies based on put-call parity. The case introduces put-call parity and allows the students to examine the practical aspects of how arbitrage works in the options markets.

Related

Teaching note
-
Reference no. UVA-F-0946TN
Subject category: Finance, Accounting and Control
Authors: Robert M Conroy (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Published in: 1991
Length: 6 pages
View full details