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

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	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 Document Date: 2011-11-03 12:38:46 Open Document File Size: 93,48 KB Share Result on Facebook Currency USD / / / MarketIndex S&P 500 / / Person John Norstad / / / URL http /

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