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Reference no. 9-286-112
Subject category: Finance, Accounting and Control
Authors: Scott P Mason (Harvard Business School)
Published by: Harvard Business Publishing
Originally published in: 1986
Version: 9 May 1996
Length: 17 pages
Topics: Option pricing; Capital markets
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Abstract

Develops a simple option pricing model which provides an insight into the foundations of the Black and Scholes model. The Black and Scholes model is next introduced and its relationship to the simple option pricing model discussed. Last, the problem of pricing debt options is addressed in the appendix and a debt option model is presented. To be read with Introduction to Options.
Teaching note
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Reference no. 5-287-048
Subject category: Finance, Accounting and Control
Authors: (Harvard Business School)
Published by: Harvard Business Publishing
Published in: 1987
Length: 7 pages
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Abstract

Develops a simple option pricing model which provides an insight into the foundations of the Black and Scholes model. The Black and Scholes model is next introduced and its relationship to the simple option pricing model discussed. Last, the problem of pricing debt options is addressed in the appendix and a debt option model is presented. To be read with Introduction to Options.

Related

Teaching note
-
Reference no. 5-287-048
Subject category: Finance, Accounting and Control
Authors: (Harvard Business School)
Published by: Harvard Business Publishing
Published in: 1987
Length: 7 pages
View full details