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Pricing of Options: Introduction And App...

Bruner, Robert F.

Case

Pricing of Options: Introduction And Applications

Bruner, Robert F.

F-0761 | Published September 12, 1988 | 29 pages. Case

Collection: Darden School of Business

Product Details

This technical note introduces students to terminology, essential concepts, and issues involved in practical application of the Black-Scholes option-pricing model. Concepts include put-call parity, payoff diagrams, the option pricing model, and the similarities between corporate securities and options.

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