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University of Nevada, Las Vegas
An analysis of the Black-Scholes model for valuing stock options
Abstract
dc:description.abstractThis 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.
Degree
thesis:*- Name thesis:degree_name
- Master of Science (MS)
- Level thesis:degree_level
- Thesis
- Discipline thesis:degree_discipline
- Mathematics
- Grantor dc:publisher
- University of Nevada, Las Vegas
- Year
- 1998
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Keyser, Amy Anderson
- Contributors dc:contributor
-
- Ashok K. Singh
Rights
dc:rights- Statement dc:rights
-
- IN COPYRIGHT. For more information about this rights statement, please visit http://rightsstatements.org/vocab/InC/1.0/
Identifiers
dc:identifier.*- Identifier
- https://oasis.library.unlv.edu/rtds/933
- OAI identifier oai:identifier
- oai:oasis.library.unlv.edu:rtds-1932