100+ Option price input values PowerPoint (PPT) Presentations, Option price input values PPTs

Option price input values - PowerPoint PPT Presentation

Option Valuation

16. Option Valuation. What is an Option Worth?. At expiration, an option is worth its intrinsic value. Before expiration, put-call parity allows us to price options. But, To calculate the price of a call, we need to know the put price.

★ ★ ★ ★ ★

722 views • 61 slides

Option Valuation

16. Option Valuation. Learning Objectives. Make sure the price is right by making sure that you have a good understanding of: 1. How to price options using the one-period and two-period binomial models. 2. How to price options using the Black-Scholes model.

★ ★ ★ ★ ★

615 views • 59 slides

Chapter 15 Option Valuation

Chapter 15 Option Valuation. Put-Call Parity The Black-Scholes-Merton Option Pricing Model Varying the Option Price Input Values Measuring the Impact of Input Changes on Option Prices Implied Standard Deviations Hedging a Stock Portfolio with Stock Index Options Implied Volatility Skews

★ ★ ★ ★ ★

642 views • 32 slides

View Option price input values PowerPoint (PPT) presentations online in SlideServe. SlideServe has a very huge collection of Option price input values PowerPoint presentations. You can view or download Option price input values presentations for your school assignment or business presentation. Browse for the presentations on every topic that you want.

'Option price input values' presentation slideshows

Option price input values - PowerPoint PPT Presentation

Option Valuation

Option Valuation

Chapter 15 Option Valuation