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Options on JP Morgan

By de Santiago, Rafael

Finance

Option pricing

Collection: IESE (España)

Ref: ADE-33-E

Format: PDF

Publication Date: Jan 12, 2011

Language: English

Description

Option pricing

Learning Objective

The case is meant to be used in two sessions. The first one would focus on how to price an option with simulation methods. The second session would concentrate on the Black-Scholes valuation method.

Options on JP Morgan

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Options on JP Morgan

Description

Learning Objective

Options on JP Morgan

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