Option Contracts and Their Valuation
Harris, Robert S.,...
Option Contracts and Their Valuation
Harris, Robert S.; Conroy, Robert M.
F-1519 | Published February 1, 2000 | 13 pages Technical Note
Collection: Darden School of Business
Product Details
This note introduces options (both calls and puts) and their valuation. After covering the history of options and the basic nature of their payoffs, the note provides an intuitive discussion of the determinants of an option’s value. The note then introduces and applies the Black-Scholes option-pricing model to real data, using an Excel-based version of the model. Throughout, the emphasis is on the basics of options and their valuation.
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