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Option pricing

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Option pricing

  • This topic has 1 reply, 2 voices, and was last updated 9 years ago by John Moffat.
Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • July 24, 2016 at 3:36 pm #328632
    6shahir
    Member
    • Topics: 198
    • Replies: 293
    • ☆☆☆

    Can u just explain me how this happens?

    Increase in Value of a call

    Share price Increase
    Exercise price Decrease
    time to expiry Increase
    Volatility Increase
    interest rate Increase

    July 24, 2016 at 9:03 pm #328671
    John Moffat
    Keymaster
    • Topics: 57
    • Replies: 54835
    • ☆☆☆☆☆

    I explain this in detail in my free lectures on option pricing. I cannot type out the whole lecture here 🙂

  • Author
    Posts
Viewing 2 posts - 1 through 2 (of 2 total)
  • The topic ‘Option pricing’ is closed to new replies.

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