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Reference no. BAB1012C
Compact case
Published by:
Babson College (2012)
February 2012
3 pages
Data source:
Published sources
Part of the Babson Classic Collection. This case introduces students to the valuation of financial options using the binomial and Black Scholes option valuation models. It also illustrates the key drivers of option value, including expiry, exercise price, volatility, and dividends. The subject of the case is a socially-responsible hedge fund. The options valued are written on two firms AstraZeneca plc and Medco Health Solutions, Inc with documented and recognized social responsibility practices.
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