Anyone can solve this problem for me?thx a lot!

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The problem is about Black-Scholes,

How do Black-Scholes call option prices depend on:

1, the time till maturity of the option contract

2,the risk-free interest rate and

3,the volatility of the underlying asst price?

Thanks a lot for solving the above problem ~

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关键词：problem anyone Solve This Any lot problem anyone Solve THX

is this a joke?

Every book on Black Schole model will illustrate these relationships.

Check the formula and Hull's book..

[此贴子已经被作者于2009-1-4 21:20:24编辑过]