n Investment Analysts Journal - Investment basics : XLII. Options pricing using the Black-Scholes model
|Article Title||Investment basics : XLII. Options pricing using the Black-Scholes model|
|© Publisher:||Taylor & Francis|
|Journal||Investment Analysts Journal|
|Author||G.T.F. Brooke and E.T. Fraser|
|Publication Date||Jan 2000|
ISI Social Science
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: email@example.com or firstname.lastname@example.org 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 ..
Article metrics loading...