Black Scholes Options Pricing model

Black Scholes Options Pricing model
модель опционного ценообразования Блэка-Шоулза

Ценные бумаги. Англо-русский словарь. . 2013.

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  • 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… …   Financial and business terms

  • Black-Scholes option-pricing model — A model for pricing call options based on arbitrage arguments that uses the stock price, the exercise price, the risk free interest rate, the time to expiration, and the standard deviation of the stock return. The New York Times Financial… …   Financial and business terms

  • 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

  • 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

  • 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

  • Gamma Pricing Model — An equation for determining the fair market value of a European style option when the price movement on the underlying asset does not resemble a normal distribution. The gamma pricing model is intended to price options where the underlying asset… …   Investment dictionary

  • Black-Scholes model — A financial option pricing model to calculate the expected value of share based payments using variables such as dividend yield, exercise period, exercise price, market price, risk free rate of return and share price volatility. The model assumes …   Law dictionary

  • the Black-Scholes model — UK US noun [S] (also the Black Scholes option pricing model) FINANCE, STOCK MARKET ► a mathematical method of calculating whether an option (= the right to buy shares within a particular period of time) has a fair value, based on the price of… …   Financial and business terms

  • Black-Scholes — Das Black Scholes Modell ist ein finanzmathematisches Modell zur Bewertung von Finanzoptionen, das von Fischer Black und Myron Samuel Scholes 1973 (nach zweimaliger Ablehnung durch renommierte Zeitschriften) veröffentlicht wurde und als ein… …   Deutsch Wikipedia

  • Black-Scholes-Formel — Das Black Scholes Modell ist ein finanzmathematisches Modell zur Bewertung von Finanzoptionen, das von Fischer Black und Myron Samuel Scholes 1973 (nach zweimaliger Ablehnung durch renommierte Zeitschriften) veröffentlicht wurde und als ein… …   Deutsch Wikipedia

  • Black's Model — A variation of the popular Black Scholes options pricing model that allows for the valuation of options on futures contracts. The Black model is used in the application of capped variable rate loans, and is also applied to price derivatives such… …   Investment dictionary


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