Black-Scholes Option Valuation Factor Table at $1 of Both Exercise Price and Stock Option

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Overview

BLACK-SCHOLES OPTIONS VALUATION FACTOR TABLE AT $1 OF BOTH EXERCISE PRICE AND STOCK OPTION" provides you with a simple classic way to use Nobel prized "Black-Scholes Option Pricing Model" in valuing stock options granted at the market price. The basic assumption is that the stock options are granted at the market price, which is true for most companies, although some companies do grant options at premium or discount to the market price at the date of grant. This book gives the Valuation Factors (per share Black-Scholes value) of option, assuming both exercise price and stock price are $1, at different combinations of estimated dividend yield, expected life of options, risk free interest rate, and estimated volatility.
Determining the value of stock options with this book is similar to defining the present value of future payments by using a present value table at $1. Investors first find a Valuation Factor by matching their assumptions on risk-free interest rates (using Treasury STRIPS), estimated dividend yield, expected life of options and estimated volatility, and then multiply it by either the exercise price or the stock price followed by the number of shares. With this book, business professionals can easily prepare their FAS 123 pro-form disclosures on both their annual and interim reports as required by SEC.
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Product Details

  • ISBN-13: 9781553698579
  • Publisher: Trafford Publishing
  • Publication date: 9/13/2002
  • Pages: 210

Meet the Author

Steve Shaw, a senior financial analyst in NY, Steve Shaw is a member of the National Associationof Certified Valuation Analysts (NACVA) and an affiliate member of New York Society of Security Analysts (NYSSA). He has an MBA degree from Pace University, New York and a bachelor's degree in statistics. As the person who first introduced the concept of Black-Scholes Option Valuation Factor, he owns the provisional patent of Black-Scholes Option Valuation Factor at $1. He is also a member of Beta Gamma Sigma, the honor society for collegiate schools of business in America.
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