“Applying Black – Scholes Model in option pricing for VN 30”

Abstract

This study addresses the question of can and how well the Black-Scholes model in option pricing for VN30 index. The aim of celebrated Black-Scholes model is to evaluate the European options by a simple calculation steps and efficient numerical for options optimally. Their formula and its variants have remain remarkably the industry standard in equity and currency markets for the last 30 years. It is an undeniable fact that the Black-Scholes model is so popular approach which used by a lot of investor in the world in order to hedge risk.