Risk mearures and bid-ask spreads of options over standard and poor index

Abstract

This paper the bid-ask spread for options over the standard and poor index pof chicago boar option eschange (CBOE) and how explained by th greek letters ootions based on Maria E. de Boirie Yong o kim. Simon J Park. the contribution of this paper is to relate and extend this teory from currency options ti indexoptions, and demostrate the significance of the greeks of the options over the S&P index. Nota: Para consultar la carta de autorización de publicación de este documento por favor copie y pegue el siguiente enlace en su navegador de internet: http://hdl.handle.net/10818/11529