Option pricing model developed John Cox,Stephen Ross and Mark Rubinstein is

Related MCQs

• Option strategy with combination of selling one put option at low strike price and buying put option at a high strike price
• Which of the following is not used in Future pricing
• The difference between strike price and current market price of underlying security in option contract is
• Asian option and look back options are types of
• The difference between option premium and intrinsic value
• The initial amount paid by option buyer at the time of entering the contract
• The option contract which gives the buyer the right to buy the underlying asset is
• The option contract which gives the seller the obligation to buy is
• The option contract that can be exercised at any time before the maturity date is known as
• The option contract which can be exercised on a few dates before the maturity date