Ito’s

Case Solution for Ito’s Dilemma

Complete Case details are given below :

Case Name :      Ito’s Dilemma
Authors :           Kenneth Eades
Source :             Darden School of Business
Case ID :           UV2481
Discipline :        Finance
Case Length :    03 pages
Solution Sample availability : YES
Plagiarism : NO (100% Original work)
Description for case is given below :
This case introduces students to the concepts of option valuation and asks them to estimate option prices using the Black-Scholes pricing model. It illustrates the importance of volatility to option pricing and allows the introduction of the concept of implied volatility. The case is used most effectively in sequence with “Ito’s Delight” to introduce option-pricing concepts. Different versions of this teaching plan have been successfully used for both MBA and executive-education audiences.
 
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Case Solution for Ito’s Delight

Complete Case details are given below :

Case Name :      Ito’s Delight
Authors :           Yiorgos Allayannis, Kenneth Eades
Source :             Darden School of Business
Case ID :           UV4652
Discipline :        Finance
Case Length :    02 pages
Solution Sample availability : YES
Plagiarism : NO (100% Original work)
Description for case is given below :
Louise Ito examines option-pricing data from the Wall Street Journal. She wants to make sure that she understands the basic principles behind option pricing and examines whether these prices are consistent with respect to the effects of strike price and maturity. She also computes the intrinsic and the time value for each of the options and compares their relative magnitudes with what theory suggests. This case is taught during the first day in a two-day sequence of teaching the fundamentals of option pricing. The teaching note includes a teaching plan of how to effectively teach this case and includes several examples that highlight the determinants of option pricing.
 
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