Published June 8, 2022
| Version v1
Presentation
Open
Black Option Model
Creators
Description
Black’s option pricing model, which is in a closed-form formula, can be applied to vanilla European type options under the Black-Scholes framework. Black’s option pricing formula has been widely applied in fixed income derivative market for years
Notes
https://osf.io/p7kn4/download
Files
blackModel.pdf
Files
(125.7 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:83c305ace55b4a1bd2f8c66fe4c8e7c7
|
125.7 kB | Preview Download |