Abstract / résuméCUMC / CCEM 2005



Name / nom: Scott Bush

School / école: Carleton University

Length / durée: 25 min

Title / titre: Beating the Stock Market - A Simple Introduction to the Black-Scholes Stock Option Pricing Formula

Abstract / résumé: A brief introduction to the theory of the Black-Scholes formula will be presented. Specifically, the discrete-time binomial model provides a simple way to model a stock. From there, the only possible fair price of a stock option can be determined.

Prerequisites / choses nécessaires: This presentation assumes only a introductory knowledge of probability.



PDF format / format PDF: bush.pdf