Back to results

University of Nevada, Las Vegas

An analysis of the Black-Scholes model for valuing stock options

Abstract

dc:description.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.

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.*
OAI identifier oai:identifier
oai:oasis.library.unlv.edu:rtds-1932

Chain of custody

source
Harvested from
University of Nevada - Las Vegas
Base URL
oasis.library.unlv.edu/do/oai/
Last updated
2026-07-24
Source record
OAI-PMH GetRecord
related terms
citation

Keyser, Amy Anderson. An analysis of the Black-Scholes model for valuing stock options. Thesis thesis, University of Nevada, Las Vegas, 1998. https://doi.org/10.25669/u502-h5my