Award Date

1-1-1998

Degree Type

Thesis

Degree Name

Master of Science (MS)

Department

Mathematics

First Committee Member

Ashok K. Singh

Number of Pages

45

Abstract

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.

Keywords

Analysis; Black; Model; Options; Scholes; Stock; Valuing

Controlled Subject

Statistics; Finance

File Format

pdf

File Size

1280 KB

Degree Grantor

University of Nevada, Las Vegas

Permissions

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Identifier

https://doi.org/10.25669/u502-h5my


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