The Black-Scholes Equation for a European Call Option on the S - Strike price - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2011-11-03 12:38:46		The Black-Scholes Equation for a European Call Option on the S&P 500 Stock Market Index E = strike price = $100 sigma = estimated volatility = [removed]% r = risk-free rate = 5% Add to Reading List Source URL: www.norstad.org Download Document from Source Website File Size: 93,48 KB Share Document on Facebook