Summary
Summary Option Valuation
Rating
Sold
-
Pages
7
Uploaded on
29-10-2021
Written in
2021/2022
A brief summary on option valuation. Focus is on the binomial option pricing and black scholes option valuation. As well as looking at the determinants of option values.
Institution
Course
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Connected book
ISE Essentials of Investments
- Unknown
- 9781260288391
- 11
Written for
- Institution
- University of Cape Town (UCT)
- Course
- Finance IIB (FTX3045S)
All documents for this subject (15)
Document information
- Summarized whole book?
- No
- Which chapters are summarized?
- Chapter 21
- Uploaded on
- October 29, 2021
- Number of pages
- 7
- Written in
- 2021/2022
- Type
- Summary
Subjects
-
option valuation
-
binomial option pricing
-
call option
-
put option
-
call
-
put
-
time value
-
intrinsic value
-
adjusted intrinsic value
-
stock preice
-
volatili
-
determinants of option values
-
exercise strike price
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