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  • Black Scholes

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    Jayesh Patel
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    Black Scholes

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    Black Scholes

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    15 views1 page

    Black Scholes

    Uploaded by

    Jayesh Patel
    Black Scholes

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Underlying Price Strike Price * Risk Free Rate ** Maturity * Volatility

    41.3 Black Scholes Call Price 40 0.04 0.08 0.25

    1.997337

    * : Percentage as a ratio * : Percentage of days to expiration against a year.

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