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Calculate the price of the call and the put without dividend yield according to the Black-Scholes model based on the premises of Chap. 1 . Explain how the two results are related and how the implied volatility can be calculated in the case of Pharma Group.

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The Black-Scholes Model, Including the Greeks

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  • 发表日期：

    2025年

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  • Dietmar Ernst,
  • Joachim Häcker

摘要

Calculate the price of the call and the put without dividend yield according to the Black-Scholes model based on the premises of Chap. 1 . Explain how the two results are related and how the implied volatility can be calculated in the case of Pharma Group.