Chapter 23: Option Pricing Theory and Firm Valuation
The following sections are included:
Introduction
Basic Concepts of Options
Option price information
Factors Affecting Option Value
Determining the value of a call option before the expiration date
Determining the Value of Options
Expected value estimation
The Black–Scholes option pricing model
Taxation of options
American options
Option Pricing Theory and Capital Structure
Riskiness of business operations
Warrants
Summary