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Black-Scholes Option Pricing Model

A model used to calculate the value of an option, by considering the stock price, strike price and expiration date, risk-free return, and the standard deviation of the stock's return.

Related information about Black-Scholes Option Pricing Model:
  1. Black–Scholes - Wikipedia, the free encyclopedia
    Binomial options model, which is a discrete numerical method for calculating option prices. Black model, a variant of the Black–Scholes option pricing model.
     
  2. A Study of Option Pricing Models - bradley.bradley.edu - Bradley ...
    [Bradley University]. Foster College of Business Administration. A Study of Option Pricing Models. Finance. Kevin Rubash. Modern option pricing techniques are ...
     
  3. black - scholes -- option pricing models - bradley.bradley.edu
    The Black and Scholes Model: The Black and Scholes Option Pricing Model didn' t appear overnight, in fact, Fisher Black started out working to create a ...
     
  4. Black-Scholes Option-Pricing Model financial definition of Black ...
    A model for pricing call options based on arbitrage arguments. Uses the stock price, the exercise price, the risk-free interest rate, the time to expiration, and the ...
     
  5. Black-Scholes Option Pricing Model -- Intro and Call Example ...
    Jun 10, 2011 ... Introduces the Black-Scholes Option Pricing Model and walks through an example of using the BS OPM to find the value of a call.
     
  6. Black-Scholes Model by OptionTradingpedia.com
    Learn everything about the Black-Scholes Model, its drawbacks as well as the binomial model now.
     
  7. What is Black Scholes option-pricing model? definition and meaning
    Definition of Black Scholes option-pricing model: Formula for estimating the value of European (exercisable only on the expiration date) call options, primarily for ...
     
  8. VBA6 - Black-Scholes Option Pricing Model
    Black-Scholes Option Pricing Model. The value of a call option (based on the original B-S model) has been described as a function of five parameters: ...