This note presents the options (both calls and puts) and their evaluation. After covering the history of the options and the nature of their principal payments, the note intuitive discussion of the determinants of the option price. The note then introduces and applies the Black-Scholes option-pricing model real-world data using Excel-version of the model. Throughout the emphasis is on the basics of options and their assessment.
This Darden study. "Hide
by Robert S. Harris, Robert M. Conroy Source: Darden School of Business 16 pages. Publication Date: February 5, 2007. Prod. #: UV0819-PDF-ENG
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