This technical note provides students with the terminology, the basic concepts and issues related to the practical application of the Black-Scholes option-pricing model. Concepts include put-call parity, winning scheme, option pricing models, and the similarity between the corporate stock and options.
This Darden study. "Hide
by Robert F. Bruner Source: Darden School of Business 28 pages. Publication Date: September 1, 1990. Prod. #: UV0452-PDF-ENG
