The Black-Scholes-Merton Model

The Black-Scholes-Merton Model

University - Professional Development

11 Qs

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The Black-Scholes-Merton Model

The Black-Scholes-Merton Model

Assessment

Quiz

Social Studies

University - Professional Development

Practice Problem

Medium

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11 questions

Show all answers

1.

MULTIPLE CHOICE QUESTION

30 sec • 1 pt

Who discovered the option formula?

Fischer Black alone

Myron Scholes alone

Robert C. Merton alone

All of the above

2.

MULTIPLE CHOICE QUESTION

30 sec • 1 pt

Was the paper they wrote accepted by the journals initially?

Yes.

Not sure

Got reviewed.

Rejected initially,then accepted finally.

3.

MULTIPLE CHOICE QUESTION

30 sec • 1 pt

The value of an option NOT depends on

volatility of the stock

the expected return of the stock

the excercise price

the interest rate

4.

MULTIPLE SELECT QUESTION

1 min • 1 pt

Which portfolio fits a hedging position?

long with stock, short with call option with a proper ratio

long with stock, long with call option with a proper ratio

long with stock, short with put option with a proper ratio

long with stock, long with put option with a proper ratio

5.

MULTIPLE CHOICE QUESTION

30 sec • 1 pt

Does the hedged position change as the stock price changes?

sometimes it does

not at all

yes

frequently it does

6.

MULTIPLE SELECT QUESTION

45 sec • 1 pt

Which statement is correct for a hedging position?

It is risk.

The position need to be adjusted very frequently to maintain.

The position can be valid for a relatively long time.

The expected return is interest rate.

7.

MULTIPLE CHOICE QUESTION

30 sec • 1 pt

Fischer started working on the differential equation by valuing

a swap

a forward

a warrant

a future

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