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Session - 6 - Stochastic Risk (Options) BlackScholes EXAMPLE by Hoang Kim Nghia is a document available to read on EtoBox.

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The document presents the Black-Scholes formula for valuing equity call and put options, with specific values provided for each option type. It includes calculations for the value of stock, strike price, interest rate, standard deviation, and time to maturity. Additionally, it verifies the put-call parity relationship between the options and the underlying stock.

Author

Hoang Kim Nghia

Language

EN