The Black-Scholes Model, Including the Greeks

Dietmar Ernst and Joachim Häcker
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Dietmar Ernst: University of Applied Sciences Nürtingen-Geislingen (HfWU)
Joachim Häcker: Munich University of Applied Sciences

Chapter Chapter 2 in Derivatives, 2025, pp 25-44 from Springer

Abstract: Abstract Calculate the price of the call and the put without dividend yield according to the Black-Scholes model based on the premises of Chap. 1 . Explain how the two results are related and how the implied volatility can be calculated in the case of Pharma Group.

Date: 2025
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DOI: 10.1007/978-3-031-85822-2_2

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