Verified Document

Pricing Models Essay

Black-Scholes and Binomial Models There are different variables that usually impact the pricing options. This paper will be based on the attributes of the two widely accepted models that are used for pricing options; Black-Scholes and the Binomial Models. These two models are based on the same theoretical assumptions and foundations like risk neutral valuation and geometric price Brownian motion theory of stock price behavior.

Option pricing theory has become among the most powerful tools in commerce and finance. The famous Black-Scholes equation is an effective model that is used for option pricing. It was named after those who pioneered it; Black, Scholes and Merton who brought it up in 1973 and won a Nobel Prize economics in 19097 for discovering it. When we look at it mathematically we can say that it is a final value problem for a second order parabolic equation. In this case an option is a contract which gives the owner the right and not duty to purchase (call option) or sell (put option) an asset which in most cases is stock or parcel of...

The basic problem in this case is to specify a fair price to be charged for permitting these rights. European options can only be exercised when the expiration date T. has reached, however for the American option exercise is normally permitted at any time until the expiry date reaches. When we look at the American call option, the value of a call option is V and is dependent on the current market price of the underlying assets, S and the time that remains time, t until the option expires therefore V=V (S, t) (Ehrhardt, & Mickens, 2007).
The Black-Scholes model is used to calculate a theoretical call price that ignores the dividends that are paid during the life of the option using the five key determinants of an option's price which are the stock price, strike price, the volatility, time to expiration and the short-term interest rates. The advantage of this model…

Sources used in this document:
References

Chance, D. (1998). A Synthesis of Binomial Option Pricing iVIodels for Lognormaiiy

Distributed Assets.

Chung, S. & Shih, P. (2007). Generalized Cox-Ross-Rubinstein Binomial Models

Macbeth, J, & Merville, L. (1979). An empirical Examination of the Black-Scholes call option pricing model.
Cite this Document:
Copy Bibliography Citation

Related Documents

Capital Asset Pricing Model and Arbitrage Pricing
Words: 3670 Length: 11 Document Type: Essay

Capital Asset Pricing Model and Arbitrage Pricing Theory: Capital Asset Pricing Model (CAPM) is an arithmetical theory that describes the relationship between risk and return in a balanced market. The Capital Assets Pricing Model was autonomously and simultaneously developed by William Sharpe, Jan Mossin, and John Litner. The researches of these founders were published in three different and highly respected journal articles between 1964 and 1966. Since its inception, the model

Risk and Return Portfolio Diversification and the Capital Asset Pricing...
Words: 1359 Length: 5 Document Type: Case Study

Finance There are three different models that can be used to estimate a company's cost of capital. Basically, each of these three is used to estimate the cost of equity. The cost of debt is usually calculated on the basis of the current weighted average of the yield to maturity on the company's debt. Thus, it is the cost of equity that must be calculated. The cost of equity reflects the

Black-Scholes Option Pricing Model Was Developed in
Words: 458 Length: 2 Document Type: Essay

Black-Scholes Option Pricing Model was developed in the 1970s as a way to generate a legitimate and accurate valuation model for stock prices based on specific circumstances in the market and the stock options. It is the creation of economists Myron Scholes and Fischer Black who aimed to better forecast call options at various times within the option life cycle (PBS, 2000). According to the research, "this work involved calculating

Capital Asset Pricing Model Diversifiable
Words: 602 Length: 2 Document Type: Research Proposal

The CAPM is useful to investors from two standpoints -- time value of money and the risk associated with the money invested. The time value of money is revealed by the free rate risk and represents the compensation investors will receive for having invested their money in the respective share, for a specific period of time. The risk of the investment is revealed by the second part of the

Risk and Return Portfolio Diversification and the Capital Asset Pricing...
Words: 951 Length: 3 Document Type: Case Study

Finance Assessing WalMart Cost of Equity Cost of Equity Using CAPM To calculate the cost of equity using the capital asset pricing model (CAPM), the equation requires collection of some data regarding the firm and the market. The equation tells us what data is needed, the equation is cost of equity = RF + ?(RM - RF). RF is the risk free rate, RM is the return on a market portfolio, and ?

Capital Asset Pricing Model CAPM Basically, a
Words: 759 Length: 2 Document Type: Essay

Capital Asset Pricing Model (CAPM) Basically, a diversifiable risk can be taken to be that risk which is largely limited to a given sector or security. On the other hand, a risk which affects the entire assets or liabilities class is referred to as an un-diversifiable risk. While it is possible to eliminate or reduce a diversifiable risk through diversification, the same cannot be utilized when it comes to the elimination

Sign Up for Unlimited Study Help

Our semester plans gives you unlimited, unrestricted access to our entire library of resources —writing tools, guides, example essays, tutorials, class notes, and more.

Get Started Now