n Investment Analysts Journal - Investment basics : XLII. Options pricing using the Black-Scholes model

Volume 2000, Issue 52
  • ISSN : 1029-3523
  • E-ISSN: 2077-0227
This article is unavailable for purchase outside of Africa



Extracted from text ... Number 52 - Part 5 GTF Brooke and ET Fraser* Investment Basics: XLII. Options pricing using the Black-Scholes Model GTF Brooke is a research assistant and ET Fraser is a lecturer at the School of Management Studies, University of Cape Town, Private Bag, Rondebosch 7700, Republic of South Africa. Email: gbrooke@commerce.uct.ac.za or efraser@commerce.uct.ac.za The authors would like to thank Herman Steyn and Guy Toms of Prescient Investment Management for input and comments. 1. Introduction The Black-Scholes option-pricing model is possibly the most widely taught, and best-known option pricing model in finance today. The model was first presented in the 1973 ..

Loading full text...

Full text loading...


Article metrics loading...


This is a required field
Please enter a valid email address
Approval was a Success
Invalid data
An Error Occurred
Approval was partially successful, following selected items could not be processed due to error