- This topic has 1 reply, 2 voices, and was last updated 5 years ago by .
Viewing 2 posts - 1 through 2 (of 2 total)
Viewing 2 posts - 1 through 2 (of 2 total)
- The topic ‘Black Scholes Option Pricing Model Question’ is closed to new replies.
Interactive BPP books for June 2026 exams, recommended by OpenTuition.
Get discount code >>
Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Black Scholes Option Pricing Model Question
Dear Sir,
in BSOP, I am having difficulties in identifying the Pa Value.
Is this correct?:
If we are going to calculate the price of an option, in an npv question, and lets say the option exercise date is after 3 years, then the pa will be all the cash inflow’s present value from year 4 onwards.
is this correct?
thank you
Yes, that is correct 🙂
