Published on EBF 301: Global Finance for the Earth, Energy, and Materials Industries (https://www.e-education.psu.edu/ebf301)

Home > Course Outline > Lesson 10 - Advanced Financial Derivatives - Swaps, Spreads, and Options > Lesson Activities

Lesson Activities

Black-Sholes Model Exercise Activity

In Canvas, under Lesson 10, you will find a spreadsheet called the Lesson 10 Options Model. It will give you a sense as to how the different inputs affect the put and call prices for an option. Please play around with a couple of examples (you can use commodities and/or stock options)). No need to submit anything.

Fundamental Factors

The Fundamental Factors activity is due as usual this week, at 11:59 pm on Sunday, and is worth 30 points on the EBF 301 grading scale. Please refer to the Fundamental Factors Instructions [1] for additional information and grading rubric.

Submitting Your Work

Black-Sholes Model Exercise: No need to submit anything.

Fundamental Factors: Submit your work as a single word processed document to the Lesson 10 Fundamental Factors Activity in Canvas.


Source URL: https://www.e-education.psu.edu/ebf301/node/546

Links
[1] https://www.e-education.psu.edu/ebf301/680