文章基本信息

标题：Valuing Coca-Cola And PepsiCo Options Using The Black-Scholes Option Pricing Model And Data Downloads From The Internet
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作者：John C. Gardner ; Carl B. McGowan Jr
期刊名称：Journal of Business Case Studies
印刷版ISSN：1555-3353
电子版ISSN：2157-8826
出版年度：2012
卷号：8
期号：6
页码：559-564
DOI：10.19030/jbcs.v8i6.7377
语种：English
出版社：The Clute Institute for Academic Research
摘要：In this paper, we demonstrate how to collect the data and compute the actual value of Black-Scholes Option Pricing Model call option prices for Coca-Cola and PepsiCo.The data for the current stock price and option price are taken from Yahoo Finance and the daily returns variance is computed from daily prices.The time to maturity is computed as the number of days remaining for the stock option.The risk-free rate is obtained from the U.S. Treasury website.
其他摘要：In this paper, we demonstrate how to collect the data and compute the actual value of Black-Scholes Option Pricing Model call option prices for Coca-Cola and PepsiCo.The data for the current stock price and option price are taken from Yahoo Finance and the daily returns variance is computed from daily prices.The time to maturity is computed as the number of days remaining for the stock option.The risk-free rate is obtained from the U.S. Treasury website.
关键词：Black-Scholes Option Pricing Model;Coca-Cola;PepsiCo;Options Data;Returns Data;Treasury Bill Rates
其他关键词：Black-Scholes Option Pricing Model;Coca-Cola;PepsiCo;Options Data;Returns Data;Treasury Bill Rates