個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
Note on Option Pricing
內容大綱
Develops a simple option pricing model which provides an insight into the foundations of the Black and Scholes model. The Black and Scholes model is next introduced and its relationship to the simple option pricing model discussed. Last, the problem of pricing debt options is addressed in the appendix and a debt option model is presented. To be read with Introduction to Options.