- Black-Scholes pricing model
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Универсальный англо-русский словарь. Академик.ру. 2011.
Black-Scholes pricing model
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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
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
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-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 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
Black Scholes — The name of a theoretical option pricing model in widespread use in the market place. Named after Fischer Black and Myron Scholes who first developed the model. Dresdner Kleinwort Wasserstein financial glossary … Financial and business terms
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
Capital asset pricing model — In finance, the Capital Asset Pricing Model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well diversified portfolio, given that asset s non diversifiable… … Wikipedia
Capital Asset Pricing Model — Saltar a navegación, búsqueda El Capital Asset Pricing Model, o CAPM (trad. lit. Modelo de Fijación de precios de activos de capital) es un modelo frecuentemente utilizado en la economía financiera. El modelo es utilizado para determinar la tasa… … Wikipedia Español
Binomial Option Pricing Model — An options valuation method developed by Cox, et al, in 1979. The binomial option pricing model uses an iterative procedure, allowing for the specification of nodes, or points in time, during the time span between the valuation date and the… … Investment dictionary
