european-call-option

  1. Nicole Seaman

    P1.T4.24.18 Black-Scholes-Merton Model, European Call Options, and Analyzing Warrants

    Learning Objectives: Compute the value of a European option using the Black-Scholes-Merton model on a dividend-paying stock, futures, and exchange rates. Describe warrants, calculate the value of a warrant, and calculate the dilution cost of the warrant to existing shareholders. Questions...
  2. Nicole Seaman

    P1.T4.811. Two-step binomial models (Hull Ch.13)

    Learning objectives: Calculate the value of an American and a European call or put option using a one-step and two-step binomial model. Describe how volatility is captured in the binomial model. Questions: 811.1 Consider a six-month at-the-money (ATM) European call option on a...
    • Nicole Seaman
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    • american-call-option american-put-option european-call-option european-put-option one-step-binomial two-step-binomial volatility
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    • Forum: FRM® Practice Questions
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