Essays about: "Erik Mörck"
Found 1 essay containing the words Erik Mörck.
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1. Black-Scholes Option Pricing Formula - An empirical study
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : Purpose: The purpose of this study is to empirically test the accuracy of the Black and Scholes model by examining the difference between theoretical prices predicted by the model and actual market prices. We will also try to determine whether the accuracy of the model varies with the time left to expiration or the moneyness of an option. READ MORE
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