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implied-volatilities

  1. 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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