Pergunta de entrevista da empresa Tibra

What are the inputs to the Black-Sholes Model

Resposta da entrevista

Sigiloso

19 de abr. de 2012

I remember it this way: (3 groups of 2) Intrinsic value: Strike price and spot price of the underlying asset Time value: Time to maturity and volitility of the underlying 'Cash offsets': Risk-free interest rate and (stock dividends)

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