Stock Returns and Option Prices. A Simulation Analysis

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Seminar paper from the year 2018 in the subject Economics - Finance, grade: 1.0, Zeppelin University Friedrichshafen, course: Advanced Financing, language: English, abstract: This paper is concerned with analyzing the basic determinants of option prices. These are the information derived from the underlying stock, namely the mean and the volatility of its returns. Therefore, this paper aims at ans...
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Seminar paper from the year 2018 in the subject Economics - Finance, grade: 1.0, Zeppelin University Friedrichshafen, course: Advanced Financing, language: English, abstract: This paper is concerned with analyzing the basic determinants of option prices. These are the information derived from the underlying stock, namely the mean and the volatility of its returns. Therefore, this paper aims at ans...
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  • Formats: pdf
  • ISBN: 9783346474865
  • Publication Date: 30 Aug 2021
  • Publisher: GRIN Verlag
  • Product language: English
  • Drm Setting: DRM