Chapter McGraw-Hill/Irwin Copyright © 2009 by The McGraw-Hill Companies, Inc. All rights reserved. 16 Option Valuation.
Option valuatiuon financial management an ploicey
Strategic Fx Risk Management
1 16 Option Valuation. 16-2 What is an Option Worth? At expiration, an option is worth its intrinsic value. Before expiration, put-call parity allows.