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european-option

  1. Nicole Seaman

    P1.T4.816. Black-Scholes-Merton (BSM) for dividend-paying stocks and the early exercise decision for American-style options (Hull Ch.15)

    Learning objectives: Explain how dividends affect the decision to exercise early for American call and put options. Compute the value of a European option using the Black-Scholes-Merton model on a dividend-paying stock. Questions: 816.1. Brian is a Risk Analyst who is using the...
  2. David Harper CFA FRM

    P1.T4.815. Black Scholes value of a warrant and implied volatility (Hull Ch.15)

    Learning objectives: Compute the value of a European option using the Black-Scholes-Merton model on a non-dividend-paying stock. Compute the value of a warrant and identify the complications involving the valuation of warrants. Define implied volatilities and describe how to compute implied...
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