Scribd Logo
Unggah

Selamat datang di Scribd!

  • American BjerksundStensland

    Diunggah oleh

    testtest1
    20 tayangan1 halaman
    This document describes an approximation method for pricing American options called the Bjerksund & Stensland Approximation from 1993. It lists the required inputs of start date, end date, stock price, strike price, dividend yield, risk free rate, stock volatility and time to maturity, as well as the expected outputs of call and put option prices. The document is from a website on global derivatives and is authored by Kevin Cheng from June 7, 2003.

    Deskripsi Asli:

    Judul Asli

    American-BjerksundStensland.xls

    Hak Cipta

    © © All Rights Reserved

    Format Tersedia

    XLS, PDF, TXT atau baca online dari Scribd

    Apakah menurut Anda dokumen ini bermanfaat?

    Apakah konten ini tidak pantas?

    Laporkan Dokumen Ini
    This document describes an approximation method for pricing American options called the Bjerksund & Stensland Approximation from 1993. It lists the required inputs of start date, end date, stock price, strike price, dividend yield, risk free rate, stock volatility and time to maturity, as well as the expected outputs of call and put option prices. The document is from a website on global derivatives and is authored by Kevin Cheng from June 7, 2003.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai XLS, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    20 tayangan1 halaman

    American BjerksundStensland

    Diunggah oleh

    testtest1
    This document describes an approximation method for pricing American options called the Bjerksund & Stensland Approximation from 1993. It lists the required inputs of start date, end date, stock price, strike price, dividend yield, risk free rate, stock volatility and time to maturity, as well as the expected outputs of call and put option prices. The document is from a website on global derivatives and is authored by Kevin Cheng from June 7, 2003.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai XLS, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    dari 1

    American Options

    Bjerksund & Stensland Approximation (1993)


    Inputs Outputs

    Start Date 1-Jun-01 Option Price


    End Date 1-Jun-02 Call Option #VALUE!
    Put Option #VALUE!
    Stock Price 100.0000
    Strike Price 110.0000
    Dividend Yield 5.00%
    Risk Free Rate 10.00%
    Stock Volatility 20.00%

    Time to Maturity 1.000 yrs

    http://www.global-derivatives.com
    Kevin Cheng (June 7, 2003)

    Anda mungkin juga menyukai