Black–Scholes
From LibreFind
Advanced search |
- About 18 results found and you can help!
The Black–Scholes model or Black–Scholes–Merton is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European-style options. The formula led to a boom in options trading and legitimised scientifically the activities of the Chicago Board Options Exchange and other options markets around the world. lt is widely used by options market participants. Many empirical tests have shown the Black–Scholes price is “fairly close” to the observed prices, although there are well-known discrepancies such as the “option smile”.
- See also: Wikipedia
- Related: Binomial options model, Black model, Black Shoals, Financial mathematics, Heat equation, Jump diffusion, Monte Carlo option model, Real options analysis, Stochastic volatility
Inside Wall Street's Black Hole Inside Wall Street's Black Hole www.portfolio.com/.../Black-Scholes-Pricing-Model?print=true - Web |
Whither Black–Scholes? Whither Black–Scholes? www.forbes.com/.../black-scholes-options-oped-cx_ptp_{0}408black.html - Web |
Black Scholes model lecture Black Scholes model lecture wikilecture.org/Black_Scholes - Web |
Gallery for «Black–Scholes»
Average relevance
The mathematical equation that caused the banks to... The mathematical equation that caused the banks to crash www.guardian.co.uk/.../black-scholes-equation-credit-crunch - Web |
Derivation of the Black–Scholes Equation for Optio... Derivation of the Black–Scholes Equation for Option Value www.sjsu.edu/faculty/watkins/blacksch.htm - Web |
Solution of the Black–Scholes Equation Using the G... Solution of the Black–Scholes Equation Using the Green's Function www.physics.uci.edu/%7Esilverma/bseqn/bs/bs.html - Web |
Solution via risk neutral pricing or via the PDE a... Solution via risk neutral pricing or via the PDE approach using Fourier transforms homepages.nyu.edu/~sl1544/KnownClosedForms.pdf - Web |
Step-by-step solution of the Black–Scholes PDE Step-by-step solution of the Black–Scholes PDE planetmath.org/.../AnalyticSolutionOfBlackScholesPDE.html - Web |
On the Black–Scholes Equation: Various Derivations On the Black–Scholes Equation: Various Derivations www.stanford.edu/~japrimbs/Publications/OnBlackScholesEq.pdf - Web |
The Black–Scholes Equation The Black–Scholes Equation terrytao.wordpress.com/2008/07/01/the-black-scholes-equation/ - Web |
When You Cannot Hedge Continuously: The Correction... When You Cannot Hedge Continuously: The Corrections to Black–Scholes www.ederman.com/new/docs/risk-non_continuous_hedge.pdf - Web |
Low relevance
Arbitrage and Stock Option Pricing: A Fresh Look A... Arbitrage and Stock Option Pricing: A Fresh Look At The Binomial Model www.soa.org/.../rar-2011-iss58-joss.pdf - Web |
Black–Scholes in Multiple Languages Black–Scholes in Multiple Languages www.espenhaug.com/black_scholes.html - Web |
Chicago Option Pricing Model (Graphing Version) Chicago Option Pricing Model (Graphing Version) sourceforge.net/projects/chipricingmodel/ - Web |
Black-Scholes-Merton Implied Volatility Surface Mo... Black-Scholes-Merton Implied Volatility Surface Model (Java) github.com/.../BlackScholesMertonImpliedVolatilitySurfaceModel.java - Web |
Trillion Dollar Bet Trillion Dollar Bet www.pbs.org/wgbh/nova/stockmarket/ - Web |
BBC Horizon BBC Horizon www.bbc.co.uk/science/horizon/1999/midas.shtml - Web |
BBC News Magazine BBC News Magazine www.bbc.co.uk/news/magazine-17866646 - Web |