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Compact case
Case
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Reference no. UVA-F-0946
Authors: Robert M Conroy
Published by: Darden Business Publishing
Originally published in: 1991
Version: 05.1991

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.

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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.

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