Overview
Exercise Files
About Lesson
- Explain the lognormal property of stock prices, the distribution of rates of return, and the calculation of expected return.
- Compute the realized return and historical volatility of a stock.
- Describe the assumptions underlying the Black-Scholes-Merton option pricing model.
- Compute the value of a European option on a non-dividend-paying stock using the Black-Scholes-Merton model.
- Define implied volatilities and describe how to compute implied volatilities from market prices of options using the Black-Scholes-Merton model.
- Explain how dividends affect the decision to exercise early for American call and put options.
- 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.
Exercise Files
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Lesson List
Week 1 15th May 2021
zoom Live class
Basic Statistics section
0/3
Week 2 22 May 2021
0/2
Week 4 5 June , 2021
0/3
Week 5 12 June 2021
0/2
Week 6 19 June 2021
0/4
Week 7 26 June 2021
0/2
Week 8 10 July 2021
0/3
Week 9 17 July 2021
0/2
Week 10 24 July 2021
0/2
Week 11 31 July 2021
0/2
Week 12 7 August 2021
0/3
Week 14 21 August 2021
0/3
Week 13 14 August 2021
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