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Medientyp:
E-Artikel
Titel:
The Black-Scholes Model Guideline For Options Course As Taught At Notre Dame University - Lebanon
Beteiligte:
Naimy, Viviane Y.
Erschienen:
Clute Institute, 2011
Erschienen in:
Journal of Business & Economics Research (JBER), 4 (2011) 1
Sprache:
Ohne Angabe
DOI:
10.19030/jber.v4i1.2630
ISSN:
2157-8893;
1542-4448
Entstehung:
Anmerkungen:
Beschreibung:
This paper presents the methodology used for Notre Dame University’s finance students to explain and explore the Black-Scholes model without going through the complexity of mathematics to model random movements or through stochastic calculus. I will name and develop the steps that I follow in order to allow students to properly use the Black-Scholes model and to understand the relationship of the model’s inputs to the option price while monitoring the risk via delta and gamma hedging.