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How does time to expiration, risk-free rate, stock price, volatility (standard deviation of the stock's return), and exercise price affect a call option's value?
How does time to expiration, risk-free rate, stock price, volatility (standard deviation of the stock's return), and exercise price affect a call option's value? A put option's value? Why does this happen?
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The value of a call option and a put option are influenced by several factors Time to Expiration Gen...
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Fundamentals Of Corporate Finance
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan, Gordon Roberts
6th Canadian Edition
1259087581, 978-1259087585
