Pricing of options

dc.contributor.author	Mohsin, Chowdhury Rajkin
dc.date.accessioned	2013-11-19T11:37:25Z
dc.date.available	2013-11-19T11:37:25Z
dc.date.issued	2012-01
dc.identifier.citation	Mohsin, CR. (2012). Pricing of options. Independent Business Review, 5(1), 99-108	UTF-8
dc.identifier.issn	1996-3572
dc.identifier.uri	https://ar.iub.edu.bd/handle/11348/191
dc.description.abstract	Investigated use of Black-Scholes-Metron Model and Binomial Model to generate investment opportunities for Calls and Puts by valuation. Ten of the most well known large cap US companies were selected for valuation. Data were collected from National Association of Securities Dealers Automated Quotations online website. Forty valuations were performed. Only five provided result close to the actual, rest thirty five were either undervalued or overvalued. Though Black-Scholes-Metron Model found better than Binomial Model, both the models were unable to provide any value for options that were out of money. Models could not not be utilized in options that had no intrinsic value.	UTF-8
dc.description.sponsorship	Independent University, Bangladesh (IUB)	UTF-8
dc.language.iso	en	UTF-8
dc.publisher	Independent University, Bangladesh (IUB)	UTF-8
dc.subject	Derivatives	UTF-8
dc.subject	Option valuation	UTF-8
dc.subject	Securities	UTF-8
dc.subject	Financial valuation models	UTF-8
dc.subject	Black Scholes Metron Model	UTF-8
dc.subject	Binomial model	UTF-8
dc.title	Pricing of options	UTF-8
dc.type	Article	UTF-8