Purchase Solution

Black-Scholes Option Pricing Model

Not what you're looking for?

Ask Custom Question

What is the value of a 9-month call with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information?

Stock price: $48
Exercise price: $45
Time to expiration: 0.75 years
Risk-free rate: 5%
N(d1): 0.718891
N(d2): 0.641713

Purchase this Solution

Solution Summary

What is the value of a 9-month call given the Black-Scholes Option Pricing Model

Purchase this Solution


Free BrainMass Quizzes
Writing Business Plans

This quiz will test your understanding of how to write good business plans, the usual components of a good plan, purposes, terms, and writing style tips.

Lean your Process

This quiz will help you understand the basic concepts of Lean.

Social Media: Pinterest

This quiz introduces basic concepts of Pinterest social media

Understanding Management

This quiz will help you understand the dimensions of employee diversity as well as how to manage a culturally diverse workforce.

Team Development Strategies

This quiz will assess your knowledge of team-building processes, learning styles, and leadership methods. Team development is essential to creating and maintaining high performing teams.