Black-Scholes option pricing formula

Black-Scholes option pricing formula
фин., бирж. формула опционного ценообразования Блэка-Шоулза

Англо-русский экономический словарь.

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  • Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) 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 …   Wikipedia

  • Black-Scholes model — An option pricing formula initially derived by Fisher Black and Myron Scholes for securities options and later refined by Black for options on futures. Exchange Handbook Glossary Developed by Fischer Black & Myron Scholes in 1973, it is the… …   Financial and business terms

  • Black \& Scholes Model —    A widely used option pricing formula for European style options, which have a fixed expiry time, created by Fischer Black and Myron Scholes in 1973. It allows assessment of the value of a call option at any particular time up to expiry.    ►… …   Financial and business terms

  • Black-Scholes — Saltar a navegación, búsqueda En 1973, Robert C. Merton publicó Theory of Rational Option Pricing , en él hacia referencia a un modelo matemático que Fisher Black y Myron Scholes habían desarrollado. A este modelo lo denominó Black Scholes y fue… …   Wikipedia Español

  • Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income …   Wikipedia

  • Black model — The Black model (sometimes known as the Black 76 model) is a variant of the Black Scholes option pricing model. Its primary applications are for pricing bond options, interest rate caps / floors, and swaptions. It was first presented in a paper… …   Wikipedia

  • Option style — In finance, the style or family of an option is a general term denoting the class into which the option falls, usually defined by the dates on which the option may be exercised. The vast majority of options are either European or American (style) …   Wikipedia

  • Option time value — Finance Financial markets Bond market …   Wikipedia

  • Margrabe's formula — In mathematical finance, Margrabe s formula is an option pricing formula. It applies to an option to exchange one risky asset for another risky asset at maturity. Suppose S1(t) and S2(t) are the prices of two risky assets at time t, and that each …   Wikipedia

  • Binomial options pricing model — BOPM redirects here; for other uses see BOPM (disambiguation). In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and… …   Wikipedia

  • Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… …   Wikipedia

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