Plain Vanilla Options

  • Hans-Peter Deutsch
Part of the Finance and Capital Markets Series book series (FCMS)


In this chapter, the pricing of options on different underlying types using the Black-Scholes model and the Black-76 model is presented. The values listed in Figure 17.1 will repeatedly be used in the following examples.


Interest Rate Dividend Yield Spot Price Index Future Swap Rate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Hans-Peter Deutsch 2009

Authors and Affiliations

  • Hans-Peter Deutsch
    • 1
  1. 1.FrankfurtGermany

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