Category:Black–Scholes model
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The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.
mathematical model of a financial market with options | |||||
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Depicts | financial market and option | ||||
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Media in category "Black–Scholes model"
The following 15 files are in this category, out of 15 total.
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Black-Scholes Bear.gif 908 × 615; 927 KB
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Black-Scholes Bull.gif 908 × 615; 908 KB
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Black-Scholes Butterfly.gif 917 × 609; 1,012 KB
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Black-Scholes Call.gif 900 × 620; 807 KB
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Black-Scholes Collar.gif 917 × 609; 778 KB
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Black-Scholes Put.gif 903 × 618; 752 KB
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Black-Scholes Straddle.gif 903 × 618; 847 KB
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Black-Scholes surface plot with random paths.svg 900 × 900; 1.47 MB
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BlackScholes-Callpreise.png 1,200 × 900; 11 KB
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BlackScholes-Delta ttm.png 1,024 × 768; 7 KB
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BlackScholes-Delta.png 1,024 × 768; 12 KB
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BlackScholes-Gamma.png 1,024 × 768; 11 KB
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CapitalMarketModels.jpg 1,600 × 1,236; 1.69 MB
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European Call Surface.png 360 × 286; 25 KB
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Stockpricesimulation.jpg 1,593 × 1,206; 117 KB