Jinsi ya kukokotoa Options Black Scholes
Options Black Scholes ni nini?
Black-Scholes option pricing model values European calls/puts using stock price, strike, volatility, time, and rates.
Mwongozo wa Hatua kwa Hatua
- 1Input underlying price, strike, volatility, time to expiration, risk-free rate
- 2Apply Black-Scholes formula for call/put
- 3Results show theoretical option value
Mifano Iliyotatuliwa
Ingizo
Call: stock $100, strike $100, volatility 25%, 1 year, 5% rate
Matokeo
Call ≈ $10.45 (reasonable premium)
Widely used in markets
Makosa ya Kawaida ya Kuepuka
- ✕Using historical instead of implied volatility
- ✕Assuming constant volatility (varies)
Maswali yanayoulizwa mara kwa mara
Does Black-Scholes match real prices?
Approximately; volatility smile shows discrepancies, especially extreme strikes.
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