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Thumbnail image for product with reference number UVA-F-1229X
Note on Valuation of Options Using @Risk
Supplementary software
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Reference no. UVA-F-1229X
Subject category: Finance, Accounting and Control
Authors: Robert M Conroy (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Published in: 1998
Format: .xls
Data source: Published sources
Topics: Option valuation; Monte Carlo simulation
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Abstract

This software is to accompany the case. This simple 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.
Thumbnail image for product with reference number UVA-F-1229
Note on Valuation of Options Using @Risk
Technical note
-
Reference no. UVA-F-1229
Subject category: Finance, Accounting and Control
Authors: Robert M Conroy (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 1998
Version: 11 June 2012
Revision date: 8-Mar-2013
Length: 2 pages
Data source: Published sources
Topics: Option valuation; Monte Carlo simulation
View full details

About

Abstract

This software is to accompany the case. This simple 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.

Related

Thumbnail image for product with reference number UVA-F-1229
Note on Valuation of Options Using @Risk
Technical note
-
Reference no. UVA-F-1229
Subject category: Finance, Accounting and Control
Authors: Robert M Conroy (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 1998
Version: 11 June 2012
Revision date: 8-Mar-2013
Length: 2 pages
Data source: Published sources
Topics: Option valuation; Monte Carlo simulation
View full details