Options In Farming Future Markets
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1. An Evaluation of Black &Scholes Model Application for Pricing of Future Options of Arabic Coffee from BM&F. / Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F.
Options in future markets is a theme still with little exploration by the studious, concerned to practical work published, mainly in Brazilian Literature. In this work it has been tried to show the importance of volatility in pricing of options when applied to Black &Scholes Model. A first analysis was taken, a study of derivatives, defined as titles which v
Publicado em: 2003