Published August 8, 2022
| Version v3
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://finpricing.com/lib/EqCallable.html
Files
blackModel.pdf
Files
(120.7 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:cae04d11f08f7efe999b66cf351f3f95
|
120.7 kB | Preview Download |