HOD ,Professor
Adelphi University Sep-2007 - Apr-2017
Category > Business & FinancePosted 05 Feb 2018My Price5.00
NOTE ON OPTION VALUATION EBOOK
NOTE ON OPTION VALUATION
George Chacko; Peter Hecht; Vincent Dessain; Anders Sjoman
List Price:Â Â $5.00
Source:Â Harvard Business School
Publication Date:Â Â Apr 1, 2005
Product #:Â 205106-PDF-ENG
Discipline:Â Â Finance
Length:  15 p, English PDF
Revision Date:Â Â Feb 7, 2006
Description
For every option, a fair price has to be established. But how do you actually price an option? Assuming a basic knowledge of options, this note covers two pricing methods: the binominal tree and the Black-Scholes/Merton formula.
Learning objective:
To help students understand two pricing methods for options.
Subjects Covered:
Capital markets; Derivatives; Financial instruments; Options; Stock options; Valuation