Introduction to the Pricing of Options Harvard Case Solution & Analysis

In assessing a premium to pay for a put or call options, the underlying asset is only one of several factors that can determine the value of the option. In the calculation of the impact and value of all determinants, the option price more accurately reflects its value. This note analyzes the impact of various determinants of the price variation and presents two models that use variants of equivalents. The Black-Scholes option pricing model and the binomial option pricing model "Hide
by Walid Busaba, Zeigham Khokher, Jackie Grimshaw 12 pages. Publication Date: August 12, 2005. Prod. #: 905N14-PDF-ENG

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