Spread Options
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Spread Options

Updated May 24, 2024

What you'll learn

  • We discuss the basics types of spread option, look at an example, and finish with a brief outline of how spread options are exercised and hedged.
Course Description

A spread option is an option on a spread, and is not the same as combining two options on the two underlying legs of the spread. We discuss the basics types of spread option, look at an example, and finish with a brief outline of how spread options are exercised and hedged.