• No results found

ESTIMATION OF STOCK OPTION PRICES USING BLACK-SCHOLES MODEL

N/A
N/A
Protected

Academic year: 2020

Share "ESTIMATION OF STOCK OPTION PRICES USING BLACK-SCHOLES MODEL"

Copied!
15
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

TABLE 1: SHOWING LIST OF SELECTED COMPANIES
Table 2 shows the call option prices estimated using the Black-Scholes model. The call option prices of the companies for four different strike prices show that
Table 3 shows the put option prices estimated using the Black-Scholes model. The put option prices of the companies for four different strike prices show that the option prices becomes lesser as the strike price of the option becomes higher and option pric
TABLE 4: COMPARISONS OF MARKET PRICES AND THE CALCULATED CALL OPTION PRICES
+2

References

Related documents

Salina Area Technical College Summer 2016 Course Schedule. Allied Health Occupations

After studying the commonly used outlier mining methods, this paper presents an outlier mining algorithm OMABD(Outlier Mining Algorithm Base on Dissimilarity) based on

In order to improve the focus of Local Authorities on town centre management disciplines, REI proposes the establishment of a Town Centre Management Academy

Some IPGs in the focus groups found working as pharmacy technicians was helpful insofar as it allowed them to work in the field of pharmacy during the process of obtaining their

• Repeated exposure to cues  lower levels of discomfort and compulsive urge +. progressively quicker

[r]

ATFT employs mechanisms concep- tually similar to those in BitTorrent tit-for-tat (TFT), a well-known protocol providing incentives for resource contributions in content-exchange

with HDL-C levels in the men support the crucial role of the suppression effect in genetic association studies and further suggests that suppression is dependent on sex.