Simulation for Option Valuation
University of Navarra - IESE Business School
March 3, 1996
CIIF Working Paper No. 309
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, G13working papers series
Date posted: April 18, 2008
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