Exercise | 1994 (Revised from original 1993 version)

Corporate Financial Management: Options Exercises

by Timothy A. Luehrman

Abstract

This case presents four exercises designed to introduce students to applications of option pricing and decision-tree analysis to real corporate investment problems. Two of the four problems involve decision trees and two involve option pricing. Students should be familiar with basic option pricing theory (Black-Scholes and/or the Binomial Model) before being assigned these exercises.

Keywords: Business Finance; Financial Management;

Citation:

Luehrman, Timothy A. "Corporate Financial Management: Options Exercises." Harvard Business School Exercise 293-095, December 1994. (Revised from original February 1993 version.)