Who discovered the option formula?
The Black-Scholes-Merton Model

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Social Studies
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University - Professional Development
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Medium
Used 10+ times
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11 questions
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1.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
Fischer Black alone
Myron Scholes alone
Robert C. Merton alone
All of the above
2.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
Was the paper they wrote accepted by the journals initially?
Yes.
Not sure
Got reviewed.
Rejected initially,then accepted finally.
3.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
The value of an option NOT depends on
volatility of the stock
the expected return of the stock
the excercise price
the interest rate
4.
MULTIPLE SELECT QUESTION
1 min • 1 pt
Which portfolio fits a hedging position?
long with stock, short with call option with a proper ratio
long with stock, long with call option with a proper ratio
long with stock, short with put option with a proper ratio
long with stock, long with put option with a proper ratio
5.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
Does the hedged position change as the stock price changes?
sometimes it does
not at all
yes
frequently it does
6.
MULTIPLE SELECT QUESTION
45 sec • 1 pt
Which statement is correct for a hedging position?
It is risk.
The position need to be adjusted very frequently to maintain.
The position can be valid for a relatively long time.
The expected return is interest rate.
7.
MULTIPLE CHOICE QUESTION
30 sec • 1 pt
Fischer started working on the differential equation by valuing
a swap
a forward
a warrant
a future
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