BlackScholes option valuation. The BlackScholes formula supplies the theoretical value of a European call option on a
Question:
Black–Scholes option valuation. The Black–Scholes formula supplies the theoretical value of a European call option on a stock that pays no dividends, given the current stock price s, the exercise price x, the continuously compounded risk-free interest rate r, the volatility , and the time (in years) to
Transcribed Image Text:
turity t. The Black-Scholes value is given by the formula s (a) - xe (b), where (2) is the Gaussian cumulative distribution function, a = (ln(s/x) + (r+ o/2) t)/(t), and b = a-ot. Write a program that takes s, r, o, and t from the command line and prints the Black-Scholes value.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (3 reviews)
Answered By
Ashington Waweru
I am a lecturer, research writer and also a qualified financial analyst and accountant. I am qualified and articulate in many disciplines including English, Accounting, Finance, Quantitative spreadsheet analysis, Economics, and Statistics. I am an expert with sixteen years of experience in online industry-related work. I have a master's in business administration and a bachelor’s degree in education, accounting, and economics options.
I am a writer and proofreading expert with sixteen years of experience in online writing, proofreading, and text editing. I have vast knowledge and experience in writing techniques and styles such as APA, ASA, MLA, Chicago, Turabian, IEEE, and many others.
I am also an online blogger and research writer with sixteen years of writing and proofreading articles and reports. I have written many scripts and articles for blogs, and I also specialize in search engine
I have sixteen years of experience in Excel data entry, Excel data analysis, R-studio quantitative analysis, SPSS quantitative analysis, research writing, and proofreading articles and reports. I will deliver the highest quality online and offline Excel, R, SPSS, and other spreadsheet solutions within your operational deadlines. I have also compiled many original Excel quantitative and text spreadsheets which solve client’s problems in my research writing career.
I have extensive enterprise resource planning accounting, financial modeling, financial reporting, and company analysis: customer relationship management, enterprise resource planning, financial accounting projects, and corporate finance.
I am articulate in psychology, engineering, nursing, counseling, project management, accounting, finance, quantitative spreadsheet analysis, statistical and economic analysis, among many other industry fields and academic disciplines. I work to solve problems and provide accurate and credible solutions and research reports in all industries in the global economy.
I have taught and conducted masters and Ph.D. thesis research for specialists in Quantitative finance, Financial Accounting, Actuarial science, Macroeconomics, Microeconomics, Risk Management, Managerial Economics, Engineering Economics, Financial economics, Taxation and many other disciplines including water engineering, psychology, e-commerce, mechanical engineering, leadership and many others.
I have developed many courses on online websites like Teachable and Thinkific. I also developed an accounting reporting automation software project for Utafiti sacco located at ILRI Uthiru Kenya when I was working there in year 2001.
I am a mature, self-motivated worker who delivers high-quality, on-time reports which solve client’s problems accurately.
I have written many academic and professional industry research papers and tutored many clients from college to university undergraduate, master's and Ph.D. students, and corporate professionals. I anticipate your hiring me.
I know I will deliver the highest quality work you will find anywhere to award me your project work. Please note that I am looking for a long-term work relationship with you. I look forward to you delivering the best service to you.
3.00+
2+ Reviews
10+ Question Solved
Related Book For
Introduction To Programming In Java An Interdisciplinary Approach
ISBN: 9780672337840
2nd Edition
Authors: Robert Sedgewick, Kevin Wayne
Question Posted:
Students also viewed these Computer science questions
-
An engine is fitted with a flywheel that has a mass of 22.5 kg and has a radius of gyration of 0.2 m. The load torque is constant and the crankshaft torque can be represented by the expression Torque...
-
It is currently 1 January. Rugby plc stock is expected to pay its annual dividend of 0.58 per share with ex-dividend date = payment date in 3 months time on 1 April. Rugby plc stock is currently...
-
KYC's stock price can go up by 15 percent every year, or down by 10 percent. Both outcomes are equally likely. The risk free rate is 5 percent, and the current stock price of KYC is 100. (a) Price a...
-
If M is the midpoint of XY, find the coordinates of Y when X and M have the following coordinates: X(-4,2), M(0,3) Please write formulas too
-
The bending of an elastic rod is described by the elastic curve passing through centres of gravity of rod's cross-sections. At small bendings the equation of this curve takes the form N (x) = EI...
-
Consider Figure 6.15. Suppose that all links arc loo Mbps. What is the maximum total aggregate throughput that can be achieved among the 9 hosts and 2 servers in this network? You can assume that any...
-
The capital structure of Audiology Associates, Inc., at December 31, 2007 , included 5,000 shares of \(\$ 2\) preferred stock and 100,000 shares of common stock. Common shares outstanding during 2008...
-
You have $40,000 to invest in Sophie Shoes, a stock selling for $80 a share. The initial margin requirement is 60 percent. Ignoring taxes and commissions, show in detail the impact on your rate of...
-
Sam's Club company's strategy and how it is impacted by it's structure and environmental factors. Costco's strategy and how it is impacted by environmental factors. Critically assess both strategies...
-
Fourier spikes. Write a program that takes a command-line argument n and plots the function for 500 equally spaced samples of t from -10 to 10 (in radians). Run your program for n = 5 and n = 500....
-
Write a program Harmonic that contains three static methods harmoinc(), harmoincSmall(), and harmonicLarge() for computing the harmonic numbers. The harmonicSmall() method should just compute the sum...
-
Problems 94103 are based on material learned earlier in the course. The purpose of these problems is to keep the material fresh in your mind so that you are better prepared for the final exam. Solve:...
-
The stockholders' equity accounts of Skysong, Inc. on January 1, 2022, were as follows. Preferred Stock (8%, $50 par, cumulative, 10,500 shares authorized) Common Stock ($1 stated value, 1,900,000...
-
How does the Integrated Development Environment (IDE) serve as a multifaceted software application, seamlessly amalgamating various tools and functionalities to streamline the development process,...
-
What are the implications of various soil stabilization techniques on the long-term stability of deep excavations, and how do they affect the design and implementation of retention systems in urban...
-
Return on Total Assets A company reports the following income statement and balance sheet information for the current year: Net income $ 5 2 9 , 0 7 0 Interest expense 9...
-
1. What is Mountain Man's current UVP? Please think carefully not only about what it delivers, but what unique value that offers to customers, and remember--a UVP should be specific. 2. Who is the...
-
For the steel countershaft specified in the table, find the deflection and slope of the shaft at point A. Use superposition with the deflection equations in Table A9. Assume the bearings constitute...
-
During the year land was revalued and the surplus reported as Revaluation surplus; and an asset costing 80,000, written down to 38,000, was sold for 40,000. Identify the cost of any non-current...
-
Provide the type and hexadecimal representation of following instruction: sw $t1, 32($t2)
-
Provide the type, assembly language instruction, and binary representation of instruction described by the following MIPS fields: op = 0, rs = 3, rt = 2, rd = 3, shamt = 0, funct = 34
-
Provide the type, assembly language instruction, and binary representation of instruction described by the following MIPS fields: op = 0 x 23, rs = 1, rt = 2, const = 0 x 4
-
Whispering Winds Cafeteria operates cafeteria food services in public buildings in the Midwest. Whispering Winds is contemplating a major change in its cost structure. Currently, all of their...
-
Dana's Ribbon World makes award rosettes. Following is information about the company: Variable cost per rosette$ 2.00Sales price per rosette6.00Total fixed costs per month6000.00 Required: Suppose...
-
Mauro Products distributes a single product, a woven basket whose selling price is $20 per unit and whose variable expense is $17 per unit. The company's monthly fixed expense is $3,300. Required: 1....
Study smarter with the SolutionInn App