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Supplementary software
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Reference no. UVA-F-1283X
Subject category: Finance, Accounting and Control
Authors: Yiorgos (George) Allayannis (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Published in: 2012
Format: .xls
Data source: Published sources
Topics: Hedging; Option pricing; Derivatives
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Abstract

This software is to accompany the case. This case introduces students to the concepts of option valuation and asks them to estimate option prices using the Black-Scholes pricing model. The case illustrates the importance of volatility to option pricing and allows the introduction of the concept of implied volatility. The case is used most effectively in sequence with 'Ito's Delight' to introduce option-pricing concepts. Different versions of this teaching plan have been successfully used for both MBA and executive-education audiences.
Compact case
Case
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Reference no. UVA-F-1283
Subject category: Finance, Accounting and Control
Authors: Kenneth M Eades (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 2000
Version: 05.2005
Length: 3 pages
Data source: Published sources
Topics: Hedging; Option pricing; Derivatives
View full details

About

Abstract

This software is to accompany the case. This case introduces students to the concepts of option valuation and asks them to estimate option prices using the Black-Scholes pricing model. The case illustrates the importance of volatility to option pricing and allows the introduction of the concept of implied volatility. The case is used most effectively in sequence with 'Ito's Delight' to introduce option-pricing concepts. Different versions of this teaching plan have been successfully used for both MBA and executive-education audiences.

Related

Compact case
Case
-
Reference no. UVA-F-1283
Subject category: Finance, Accounting and Control
Authors: Kenneth M Eades (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 2000
Version: 05.2005
Length: 3 pages
Data source: Published sources
Topics: Hedging; Option pricing; Derivatives
View full details