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    Black Scholes

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    jackleesj
    The document describes the Black-Scholes option pricing model, which uses the current stock price, exercise price, risk-free interest rate, expected life of the option, volatility, and dividend yield as inputs to calculate the value of a call option. It provides an example with values entered into the model's cells to generate an output call option value of $1.01.

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    Black Scholes

    Uploaded by

    jackleesj
    27 views1 page
    The document describes the Black-Scholes option pricing model, which uses the current stock price, exercise price, risk-free interest rate, expected life of the option, volatility, and dividend yield as inputs to calculate the value of a call option. It provides an example with values entered into the model's cells to generate an output call option value of $1.01.

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    The document describes the Black-Scholes option pricing model, which uses the current stock price, exercise price, risk-free interest rate, expected life of the option, volatility, and dividend yield as inputs to calculate the value of a call option. It provides an example with values entered into the model's cells to generate an output call option value of $1.01.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    27 views1 page

    Black Scholes

    Uploaded by

    jackleesj
    The document describes the Black-Scholes option pricing model, which uses the current stock price, exercise price, risk-free interest rate, expected life of the option, volatility, and dividend yield as inputs to calculate the value of a call option. It provides an example with values entered into the model's cells to generate an output call option value of $1.01.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
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    Black-Scholes Option Pricing Model with Dividends Current Stock Price Exercise Price Risk-Free Interest Rate Expected

    Life of Option Volatility Dividend Yield Call Option Value $ $ 11.00 15.00 4.00% 5 years 20.0% 2% 1.01

    Note: Enter values in the light cells in the spreadsheet.

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