The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, - BlackScholes model - Document - PDFSEARCH.IO

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	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Document Date: 2005-11-27 20:20:53 Open Document File Size: 45,46 KB Share Result on Facebook

The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List