Page 151 - AFM Integrated Workbook STUDENT S18-J19
P. 151

Option pricing






                          Overview






                                                       Formula
                                                  (5 key variables)









                     Assumptions                   BSOP model                        The Greeks








                                                                                         Equity
                                                 OPTION PRICING                        and debt

                                                                                      valuation







                                                                                      Withdraw/
                         Delay                     Real options
                                                                                       abandon








                                       Expand/                        Redeploy/
                                       follow-on                         switch







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