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Summary Option Valuation

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29-10-2021

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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.

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Connected book

Zvi Bodie, Alex Kane ISE Essentials of Investments

Edition:Unknown
ISBN:9781260288391
Edition:11

Written for

Institution: University of Cape Town (UCT)
Course: Finance IIB (FTX3045S)

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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MegRae University of Cape Town

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Summary Option Valuation

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