Table 7-4 Black-Scholes Example

KeysDisplayDescription

:y

 

Opens the Data menu.

 

 

 

 

 

 

 

 

80I

 

Inputs 80 for x and 3 for y.

3I

 

 

 

 

 

 

 

 

 

 

85I

 

Inputs 85 for x and 5 for y.

5I

 

 

 

 

 

 

 

 

 

 

78I

 

Inputs 78 for x and 1 for y.

1I

 

 

 

 

 

 

 

 

 

 

72I

 

Inputs 72 for x and 0 for y.

0I

 

 

 

 

 

 

 

 

 

 

:(HOLD) B

 

 

Opens Black-Scholes menu.

 

 

 

 

 

 

 

 

 

 

 

74I

<

Inputs 74 for Stock Price. Scrolls to Strike Price.

72I

<

Inputs 72 for Strike Price. Scrolls to Time to Maturity.

.3

I<

Inputs 0.3 years for Time to Maturity. Scrolls to Risk Free%.

5I<

 

Inputs 5 for Risk-Free%. Scrolls to

 

Volatility.

 

 

 

 

 

 

Black-Scholes Calculation Menu* 55