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Anglický jazyk
Black-Scholes Formula: A Walkthrough
Autor: Cornelius Kirsche
Essay from the year 2012 in the subject Business economics - Marketing, Corporate Communication, CRM, Market Research, Social Media, grade: 1,3, International University of Applied Sciences Bad Honnef - Bonn, course: Investment Analysis and Portfolio Management,... Viac o knihe
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O knihe
Essay from the year 2012 in the subject Business economics - Marketing, Corporate Communication, CRM, Market Research, Social Media, grade: 1,3, International University of Applied Sciences Bad Honnef - Bonn, course: Investment Analysis and Portfolio Management, language: English, abstract: This academic paper focuses on breaking down the magic of the Black-Scholes formula, which is used to value options. The author first introduces basic concepts like options, option strategies and the put-call parity to guide the reader through the underlying, basic concepts. To illustrate the use and the power of the Black-Scholes formula, two examples are calculated to better understand the complex steps involved in finding the call value. Finally, a failure case is presented, to show some pitfalls of this mathematical function.
- Vydavateľstvo: GRIN Verlag
- Rok vydania: 2012
- Formát: Paperback
- Rozmer: 210 x 148 mm
- Jazyk: Anglický jazyk
- ISBN: 9783656259527
