
The Black-Scholes Option-Pricing Model
Harris, Robert S.;...
The Black-Scholes Option-Pricing Model
Harris, Robert S.; Conroy, Robert M.
F-1522 | Published February 5, 2007 | 10 pages. Technical Note
Collection: Darden School of Business
Product Details
This note discusses the Black-Scholes option-pricing model and then applies the model to call options. The underlying logic of the model is emphasized and illustrated through the use of simple examples. The model is then applied using real data. The note pays particular attention to procedures for estimating the potential for stock-price changes (volatility). It also provides the reader with an appreciation of the economic underpinnings of the model as well as the ability to apply the model to real data.
0
Products To Upsell

Global Medical Imaging, LLC
Hess, Edward D.; G...

Enchanting Travels
Hess, Edward D.; M...

Better World Books
Hess, Edward D.; G...

Valuation of "Plain-Vanilla" Interest-Ra...
Conroy, Robert M.;...

FindingFIT
Clawson, James G.

List Testing Exercise: Economic Selectio...
Pfeifer, Phillip E...

An Introduction to Case Teaching (Part 1...
Clawson, James G.

What Is Giving Voice to Values? (VIDEO)
Gentile, Mary

Giving Voice to Values: An Educators' Pr...
DARDEN, Darden

Digital Marketing Simulation: Media Attr...
Venkatesan, Rajkum...

Dr. Bronner's: Do Psychedelics Fit with ...
Freeman, R. Edward...

AMP - Strategic Innovation & Entrepreneu...
Gupta, Uday

Accounting for Owners’ Equity
Lynch, Luann J.; B...

Test Syllabus 45
Daren Business Sch...

Athlete Brands: How to Benefit from Your...
Whitler, Kimberly ...

What is Design Thinking? (VIDEO)
Liedtka, Jeanne M.

Copyright Permissions
Daren Business Sch...

Thinking Strategically About Communicati...
West, June A.

Optix Corporation
Powell, Elizabeth ...

Leaders Bank: Creating a Great Place to ...
Hess, Edward D.; G...

LG Investments, LLC: A Family Business i...
Hess, Edward D.

Finance People
Schill, Michael J.