Black-Scholes option pricing model

From CNM Wiki
Jump to: navigation, search

Black-Scholes option pricing model is a model to estimate the value of a call option. It is widely used by options traders.


Definitions

According to Financial Management Theory and Practice by Eugene F. Brigham and Michael C. Ehrhardt (13th edition),

Black-Scholes option pricing model. A model to estimate the value of a call option. It is widely used by options traders.

Related concepts

Related lectures