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Presentation or individual slides must not to be reproduced without the permission of Dr Helen Bendall Option markets Investments Lecture 10 Topic 11 Dr Helen B Bendall Dr…

Documents Introduction to Financial Derivatives

Introduction to Financial Derivatives Lecture #5 on option Jinho Bae May 27, 2008 Ch 8. Option pricing models I. Value of an option Intrinsic value Time value Time value…