Tuesday, 10 August 2010

What's that equation? (Aug 11th 2010)

5 comments:

Nikhil said...

Value of a call option? Function of current stock price (S), strike price (X), expiration date (T), volatility (r) & inflation (sigma)?

Anonymous said...

Valuation of Stocks

anangrawat said...

Black Scholes Option Pricing Model

Sailesh Ganesh said...

Something to do with options or futures trading?

The Answer said...

Black Scholes formula (of Long term capital management) it is! Congrats Nikhil and anangrawat for getting it right and for anon and Sailesh for getting close!