Smith Barney Harris Upham and Co. Inc. Harvard Case Solution & Analysis

Students develop an understanding of put-call parity in terms of the trader, which allows them to examine the practical aspects of how arbitration works in the options market. Installing the case, just before the introduction of stock options in 1977. After four years of the experiment call options, the U.S. Securities and Exchange Commission (SEC) is going to start trading options. Ed Barton, trader Smith Barney, is faced with a trading strategy based on the put-call parity.
This Darden study. "Hide
by Robert M. Conroy Source: Darden School of Business 3 pages. Publication Date: January 31, 1991. Prod. #: UV0074-PDF-ENG

Share This

SALE SALE

Save Up To

30%

IN ONLINE CASE STUDY

FOR FREE CASES AND PROJECTS INCLUDING EXCITING DEALS PLEASE REGISTER YOURSELF !!

Register now and save up to 30%.