Bridge over ocean
1 November 1977 Financial Analysts Journal Volume 33, Issue 6

Option Valuation Nomograms

  1. Elroy Dimson, FSIP, PhD

The May/June 1977 issue of Financial Analysts Journal presented a new method for valuing options, calculating hedge positions and calculating the probability of exercise. The method requires no mathematical calculations—only a pencil, ruler and the special set of nomograms provided in the present article.

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