Accueil > Term: Black-scholes option-pricing model
Black-scholes option-pricing model
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 expected standard deviation of the stock return. Developed by Fischer Black and Myron Scholes in 1973.
- Partie du discours : noun
- Secteur d’activité/Domaine : Services financiers
- Catégorie : Finance général
- Company: Bloomberg
0
Créateur
- Harry8L
- 100% positive feedback
(London, United Kingdom)