Simulation for Option Valuation

Fernandez, Pablo

doi:10.2139/ssrn.1121293

Abstract

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Simulation for Option Valuation

Pablo Fernandez

University of Navarra - IESE Business School

March 3, 1996

CIIF Working Paper No. 309

Abstract:
MBA Finance students are in possession of mathematical skills that permit to present them the Black Scholes model. I show how Monte Carlo simulation may be employed to value plain options and other financial instruments.

Note: Downloadable document is in Spanish.

Number of Pages in PDF File: 56

Keywords: Simulation, teaching, Black and Scholes

JEL Classification: G10, G12, G13

working papers series

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Date posted: April 18, 2008

Suggested Citation

Fernandez, Pablo, Simulation for Option Valuation (March 3, 1996). CIIF Working Paper No. 309. Available at SSRN: http://ssrn.com/abstract=1121293 or http://dx.doi.org/10.2139/ssrn.1121293

Contact Information

Pablo Fernandez (Contact Author)

University of Navarra - IESE Business School ( email )

Camino del Cerro del Aguila 3
28023 Madrid
Spain
+34 91 357 0809 (Phone)
+34 91 357 2913 (Fax)

HOME PAGE: http://web.iese.edu/PabloFernandez/