Option Pricing - Publications - Faculty & Research

1997
Chapter

01 Sep 2004
News

Faculty Research

How to Avoid a Price Increase Manufacturers usually pass on any cost increases in their materials to consumers. The result is often a price increase (gasoline) or, less often, a smaller amount of product at... View Details

Keywords: Colleges, Universities, and Professional Schools; Educational Services; Publishing Industries (except Internet); Information

01 Dec 1997
News

"Economists are puzzle solvers..."

of your own work that would be familiar to the average noneconomist? Merton: In 1973, when the late Fischer Black, Myron Scholes, and I published the research recognized by this prize, option pricing was... View Details

Fast Answer

Commodities

of options going back 13 years. CRB Commodity Yearbook Features historical commodity prices and a brief analysis of various commodities. The Mergent Archive includes .pdf files of the print back to... View Details

Portrait Project

Tian Tian

I opened the Black-Scholes calculator in my HBS tool kit, trying to figure out the price for my options in life. Although the MBA Program has simplified the puzzle to just four-variable input, I was... View Details

03 Nov 2008
HBS Case

Economics of the Ethanol Business

10,000 bushels of corn annually. For the farmers, MME offers a potential hedge against the volatility of commodity prices and the hope of a more stable future for their children. "This is also a fascinating entrepreneurial... View Details

Keywords: by Julia Hanna; Agriculture & Agribusiness; Energy

01 Sep 2008
News

Farming for Fuel

2003, the group fans out to test the idea with some 2,500 farmers in the area; after this outreach, MME has 729 members willing to make the minimum investment of $20,000 and 10,000 bushels of corn annually. For the farmers, MME offers a potential hedge against the... View Details

Keywords: Julia Hanna; Animal Production and Aquaculture; Agriculture; Colleges, Universities, and Professional Schools; Educational Services

Fast Answer

Bloomberg: real estate information

Follow menus and screen instructions to add more criteria and to see results. Global Property Research Menu Type GPRI and hit GO. Select menu options for pricing and risk/return profiles for property share... View Details

05 Sep 2024
Blog Post

District Heating in Denmark: How Fjernvarme Fyn fuels an integrated and sustainable future

In January 2024, Professors Willy Shih and Mike Toffel led 45 HBS MBA students on site visits to witness the energy transition and innovative sustainable production activities throughout Denmark and the Netherlands, in the second year of their Immersive Field Course... View Details

September 1999
Case

Sally Jameson - 1999

By: George C. Chacko, Henry B. Reiling, Peter Tufano and Matthew Bailey

Sally Jameson has a large block of appreciated stock, which she is contemplating selling to purchase a home. She is comparing an outright sale, borrowing against the stock, shorting against the box, and a stock loan proposed by a small financial services firm. View Details

Keywords: Asset Pricing; Asset Management; Financial Liquidity; Stocks; Stock Options; Financing and Loans; Financial Services Industry

Citation

Find at Harvard

08 Jun 2011
Lessons from the Classroom

Twenty-first Century Skill: Trading Carbon Credits

Cap and trade has become an increasingly popular mechanism used by governments to induce green behavior among corporate polluters, with news emerging almost daily. Just recently New Jersey Governor Chris Christie withdrew his state from the Regional Greenhouse Gas... View Details

Keywords: by Julia Hanna; Energy; Utilities

15 Jul 2008
First Look

First Look: July 15, 2008

matched yield spread). The conversion option can be valued using the Black-Scholes call option pricing formula. The key is to recognize that each conversion View Details

Keywords: Martha Lagace

November 1994 (Revised November 1994)
Case

MW Petroleum Corporation (A)

By: Timothy A. Luehrman, Peter Tufano and Barbara Wall

Amoco Corp. is negotiating to sell a wholly-owned subsidiary, MW Petroleum, to Apache Corp. MW owns large reserves of oil and gas comprising many properties at different stages of engineering, development, and production. The proposed acquisition is a large one for... View Details

Keywords: Acquisition; Business Subsidiaries; Mining; Cash Flow; Stock Options; Financing and Loans; Price; Negotiation; Production; Valuation; Mining Industry

Citation

Educators

Purchase

01 Dec 2014
News

Case Study: Growing the Family Business

pricing model, you can try a tiered pricing structure. Option 1: Refundable deposit paid up front plus a loyalty discount. Option 2: Equity... View Details

Keywords: childcare; Finance

01 Oct 1998
News

New Loan Program Signals Breakthrough in MBA Financial Aid

fifteen years; and prepayment option without penalty. Previously, access to private loan programs was generally limited to U.S. citizens and permanent residents with a strong credit history. These loan programs typically required either a... View Details

Web

Digital Marketing Workshop - Course Catalog

the modern age. Students will apply the learnings from each class with world-class experts while assembling their own toolsets and frameworks for executing best-in-class digital campaigns. In addition, the course will offer optional... View Details

29 Sep 2015
Research & Ideas

Work 3.0: Redefining Jobs and Companies in the Uber Age

today are still employees, the contractor option gives a company flexibility in building its workforce" Although most workers today are still employees, the contractor option gives a company flexibility... View Details

Keywords: by Andrei Hagiu; Transportation; Web Services

07 Oct 2002
Research & Ideas

What Leaders Need to Do To Restore Investor Confidence

insufficient institutional checks and balances. At Enron at the end of 1999, the options that were vested were worth $2.4 billion. That is too much temptation to put in front of people—temptation to sell out secretly, "cooking the... View Details

Keywords: by Harvard Management Update

18 Apr 2012
Research & Ideas

HBS Cases: Who Controls Water?

analysis, the fish will lose every single time," he said. "And you'll have extinction after extinction after extinction." But the farmers benefit from other political decisions. Because of government subsidies, the price... View Details

Keywords: by Maggie Starvish; Agriculture & Agribusiness

29 Mar 2016
First Look

March 29, 2016

https://cb.hbsp.harvard.edu/cbmp/product/315074-PDF-ENG Harvard Business School Case 216-041 The Galaxy Dividend Income Growth Fund's Option Investment Strategies This case is designed to provide an elementary introduction to View Details

Keywords: Sean Silverthorne

Publications