Derivatives - Black-Scholes Option Pricing Model

Topics:
Investment and Capital Markets
Tags:
Christian Brothers University,
Derivatives,
Financial Services,
Pricing Strategy
Source:
Christian Brothers University

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Overview: This article reflects about Derivatives - Black-Scholes Option Pricing Model. This work involved calculating a derivative to measure how the discount rate of a warrant varies with time and stock price. The result of this calculation held a striking resemblance to a well-known heat transfer equation. This is explained with the help of a formula.

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