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Black-Scholes option pricing model (D4, G1)<br />A formula for calculating the value of a call or put EUROPEAN OPTION. This form of pricing takes into account the stock price, exercise price, risk-free interest rate, time to expiry and the standard deviation of the stock return.<br /> <br /><em>Reference</em><br />Black, F. and Scholes. M. (1972) 'The Valuation of Option Pricing Contracts and a Test of Market Efficiency', Journal of Financial Economics 27: 339-418.<br /> - (1973) 'The pricing of options and corporate liabilities', Journal of Political Economy 81: 637-57.
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<strong>DAA</strong> – Default Aversion Assistance, assistance provided to a lender by the guarantor in order to prevent a delinquent loan from defaulting. A lender must submit a DAA request (DAAR) to the MDHE when a borrower is more than 60 days delinquent on a student loan.
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<strong>Refund</strong> – The difference between the amount the student paid toward school charges and the amount the school can retain under a refund policy. The federally mandated calculation is referred to as R2T4. (See also Return of Title IV funds.) Within CommonLine file specifications, refunds are requested by submitting the CTSF @1-11 transaction.
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