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Technical note
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Reference no. UVA-F-1519
Subject category: Finance, Accounting and Control
Authors: Robert S Harris (Darden School of Business, University of Virginia); Robert M Conroy (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 2000
Version: 5 February 2007
Revision date: 16-Oct-2023
Length: 13 pages
Data source: Field research
Topics: Options; Valuation; Black-Scholes option-pricing model; Financial options & derivatives
Share a link: https://casecent.re/p/84730
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Abstract

This technical 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 technical 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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Abstract

This technical 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 technical 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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Sorry, this product has no related items.