Master of Science (MS)
First Committee Member
Ashok K. Singh
Number of Pages
This paper will discuss the Black-Scholes Method for valuing stock options. The assumptions of the model will be discussed, especially the assumption that the stock market is lognormally distributed. The volatility of stocks will be estimated and those results compared with the results given by the companies whose stocks are being used. Finally the model will be tested on actual data and the effectiveness of the model will be analyzed.
Analysis; Black; Model; Options; Scholes; Stock; Valuing
University of Nevada, Las Vegas
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Keyser, Amy Anderson, "An analysis of the Black-Scholes model for valuing stock options" (1998). UNLV Retrospective Theses & Dissertations. 933.