Black–Scholes model
The Black–Scholes /ˌblæk ˈʃoʊlz/ or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price given the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are named after economists Fischer Black and Myron Scholes; Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited.
Black–Scholes model1973 in scienceAlgorithmic tradingApplied probabilityAsian optionAsset pricingBSMBachelier modelBarbell strategyBarone-Adesi and WhaleyBarrier optionBasket optionBeta (finance)Binary optionBinomial options pricing modelBjerksund and StenslandBlack's approximationBlack--Scholes modelBlack-ScholesBlack-Scholes-MertonBlack-Scholes-Merton formulaBlack-Scholes-Merton modelBlack-Scholes ModelBlack-Scholes PDEBlack-Scholes formulaBlack-Scholes modelBlack-Scholes option pricing modelBlack-Scholes options pricing modelBlack-Scholes priceBlack-Scholes pricing formulaBlack-Scholes theoremBlack-Scholes theoryBlack-scholesBlack-scholes-mertonBlack ScholesBlack Scholes PDEBlack Scholes modelBlack Scholes partial differential equationBlack ShoalsBlack and Scholes
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Barone-Adesi and WhaleyBjerksund and StenslandBlack--Scholes modelBlack-ScholesBlack-Scholes-MertonBlack-Scholes-Merton formulaBlack-Scholes-Merton modelBlack-Scholes ModelBlack-Scholes PDEBlack-Scholes formulaBlack-Scholes modelBlack-Scholes option pricing modelBlack-Scholes options pricing modelBlack-Scholes priceBlack-Scholes pricing formulaBlack-Scholes theoremBlack-Scholes theoryBlack-scholesBlack-scholes-mertonBlack ScholesBlack Scholes PDEBlack Scholes modelBlack Scholes partial differential equationBlack and ScholesBlack and scholesBlack scholesBlack scholes formulaBlack–ScholesBlack–Scholes formulaBlack–Scholes option pricing modelBlack–Scholes options pricing modelBlack–Scholes–MertonBlack–Scholes–Merton modelMidas formulaRoll-Geske-WhaleyRoll-Geske-Whaley modelRoll–Geske–Whaley modelThe Midas formula
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Black–Scholes model
The Black–Scholes /ˌblæk ˈʃoʊlz/ or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price given the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are named after economists Fischer Black and Myron Scholes; Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited.
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De term Black-Scholes verwijst ...... or de prijs van een calloptie.
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El modelo de Black-Scholes o e ...... entes. El modelo concluye que:
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Il modello di Black-Scholes-Me ...... lavoro (Black morì nel 1995).
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Le modèle de Black-Scholes est ...... a été cité comme contributeur.
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Model Blacka-Scholesa – matema ...... ię do rynkowej rzeczywistości.
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O termo Black–Scholes refere-s ...... vativos, como Opções por ex.).
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The Black–Scholes /ˌblæk ˈʃoʊl ...... els, e.g. for OTC derivatives.
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Модель ценообразования опционо ...... жидаемой рынком волатильности.
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Модель ціноутворення опціонів ...... ікуваної ринком волатильності.
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ブラック–ショールズ方程式（ブラック–ショールズほうていしき ...... た。これらの理論は現代金融工学の先がけとなったとも言われる。
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label
Black-Scholes
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Black-Scholes
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Black-Scholes-Modell
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Black–Scholes model
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Model Blacka-Scholesa
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Modello di Black-Scholes-Merton
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Modelo de Black-Scholes
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Modèle Black-Scholes
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Модель Блека — Шоулза
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Модель Блэка — Шоулза
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date
November 2020
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reason
Unpublished working paper.
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comment
De term Black-Scholes verwijst ...... eem in de financiële wiskunde.
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El modelo de Black-Scholes o e ...... cing". El modelo concluye que:
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Il modello di Black-Scholes-Me ...... tazione di opzioni su futures.
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Le modèle de Black-Scholes est ...... rix d'un dérivé d'un primitif.
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Model Blacka-Scholesa – matema ...... delem Blacka-Scholesa-Mertona.
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O termo Black–Scholes refere-s ...... teórica do preço de tal Opção.
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The Black–Scholes /ˌblæk ˈʃoʊl ...... t, is sometimes also credited.
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Модель ценообразования опционо ...... тала финансово зависимых фирм.
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Модель ціноутворення опціонів ...... італу фінансово залежних фірм.
@uk
ブラック–ショールズ方程式（ブラック–ショールズほうていしき ...... た。これらの理論は現代金融工学の先がけとなったとも言われる。
@ja