Dakota State University
BUS 418 Financial Futures & Options
Spring 2001
Class Notes
Chapter 12
All notes are in Word format.
|
Transparency |
Title
|
| 1 | Option Pricing |
| 2-4, 6-8 | Principles of Call Option Pricing |
| 5 | The Boundary Space for a Call Option, Figure 12.1 (modified) |
| 9, 10, 12-15 | Principles of Put Option Pricing |
| 11 | The Boundary Space for a Put Option, Figure 12.2 (modified) |
| 16 | Effect of changes in volatility, risk-free interest rate, and dividends on option prices (handout) |
| 17 | Effect of changes in stock price, strike price, and expiration date on options prices (handout) |
April 11, 2001