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Nicholas L. Georgakopoulos ()
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Nicholas L. Georgakopoulos: Indiana University

Chapter Chapter 6 in Illustrating Finance Policy with Mathematica, 2018, pp 73-93 from Palgrave Macmillan

Abstract: Abstract Financial options, i.e., calls and puts, enable financial engineering and valuation at greater levels of complexity. This chapter explains the hedge-based valuation of calls by the Black–Scholes-Merton formula and some applications of options in finance policy.

Keywords: betaBeta; Scale Callus; Black-Scholes Formula; Strike Price; Risk-free Rate (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:pal:qpochp:978-3-319-95372-4_6

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DOI: 10.1007/978-3-319-95372-4_6

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