implied-volatilities
-
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...- David Harper CFA FRM
- Thread
- black-scholes european-option implied-volatilities warrant
- Replies: 0
- Forum: FRM® Practice Questions