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Chapter 23: Option Pricing Theory and Firm Valuation

      https://doi.org/10.1142/9789811239045_0023Cited by:0 (Source: Crossref)
      Abstract:

      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