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Option pricing

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

Viewing 2 posts - 1 through 2 (of 2 total)
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  • July 24, 2016 at 3:36 pm #328632
    Avatar6shahir
    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
    AvatarJohn Moffat
    Keymaster
    • Topics: 57
    • Replies: 54845
    • ☆☆☆☆☆

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

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