BDlaeringmaalkap21 - Lringsml til Berk DeMazo kapitel 21 I...

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L°ringsm±l til Berk & DeMazo kapitel 21 I Illustrer anvendelsen af binomialoptionsprismodellen til v°rdians°ttelse af optioner. De²ner den replikerende portefllje for en binomialoptionsprismodel. Anvend loven om en pris til at forklare hvordan binomialoptionsprismodellen giver den korrekte v°rdi under modellens foruds°tninger. Anvend Black-Scholes optionsprisformel til at beregne prisen af en europ°isk call option p± en ikke-udbyttebetalende aktie. Anvend Black-Scholes optionsprisformel til at beregne prisen af en europ°isk put option p± en ikke-udbyttebetalende aktie. Hans Sommerfeldt Department of Business Studies Reale optioner kapitel 22 i BMA 1 / 3
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L°ringsm±l til Berk & DeMazo kapitel 21 II Beregn v°rdien af en europ°isk option af en udbytte-betalende aktie. De²ner Black & Scholes replikerende portefllje af en call
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