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View Model Detail:
| Reference Number : |
9 |
| Model Name : |
Black-Scholes Option Pricing Model
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| Classification # : |
40401
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| Level : |
basic
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| Version Number : |
V3
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| Author : |
Hanyang Financial Engineering Lab.
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| Author Affiliation: |
Hanyang University
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| Author Email Address: |
leesb@hanyang.ac.kr
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| Financial Model Class : |
equity options
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| Issuer/Modeler : |
market participants
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| File Type: |
continuous time model
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| Risk Sources: |
stock price
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| Risk Distribution : |
lognormal
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| Economic Assumption : |
perfect capital market
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| Description : |
numerical example, exercises, and further exercises for "Securities Valuation" |
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