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"Black-Scholes Model: an Analysis of the Influence of Volatility" by Cornelia Krome
Black-Scholes Model: an Analysis of the Influence of Volatility. Cornelia KromeUniversity of Wisconsin-Milwaukee Follow. In this thesis the influence of volatility in the Black-Scholes model is analyzed. The deduced Black-Scholes formula estimates the price of European options.
Contrary to the other parameters of the formula, the future volatility of the underlying asset cannot be observed in the market. The parameter needs to be assumed in order to calculate the option price.
An inaccurate assumption may lead to an erroneous volatility. It is studied how a falsely assumed volatility impacts on the option price. Empirical simulations will be carried out master thesis black scholes get an impression of possible errors in the computations. Afterwards, those results will be discussed and linked with an evaluation of potential risks.
Krome, Cornelia, "Black-Scholes Model: an Analysis of the Influence of Volatility" Theses and Dissertations. Mathematics CommonsStatistics and Probability Commons. Advanced Search. Home About FAQ My Account Accessibility Statement. Privacy Copyright, master thesis black scholes. Skip to main content. UWM Digital Commons. Home About FAQ My Account. Title Black-Scholes Model: an Analysis of the Influence of Volatility.
Author Cornelia KromeUniversity of Wisconsin-Milwaukee Follow. Keywords Black-Scholes Formula, Black-Scholes Model, Control Problem, master thesis black scholes, Hedging Portfolio. Abstract In this thesis the influence of volatility in the Black-Scholes model is analyzed. Recommended Citation Krome, Cornelia, "Black-Scholes Model: an Analysis of the Influence of Volatility" DOWNLOADS Since July 17, Included in Mathematics CommonsStatistics and Probability Commons.
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Warren Buffett \u0026 Charlie Munger on Black Scholes Option Pricing Model (2003)
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