Vendor Image

Note on Valuation Of Options Using @Risk

Conroy, Robert M.

Technical Note

Note on Valuation Of Options Using @Risk

Conroy, Robert M.

F-1229 | Published July 28, 1998 | 2 pages Technical Note

Collection: Darden School of Business

Product Details

This brief technical note explains how to set up a Monte Carlo simulation using @Risk for the purpose of valuing options. It should be used in conjunction with the Excel spreadsheet UVA-F-1229X.

0