Black model
id:
black-model-192-14060761
title:
Black model
text:
The Black model is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing options on future contracts, bond options, interest rate cap and floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976. Black's model can be generalized into a class of models known as log-normal forward models, also referred to as LIBOR market model.
brand slug:
wiki
category slug:
encyclopedia
description:
Financial model
original url:
https://en.wikipedia.org/wiki/Black_model
date created:
date modified:
2024-04-22T07:43:47Z
main entity:
{"identifier":"Q1054463","url":"https://www.wikidata.org/entity/Q1054463"}
image:
fields total:
13
integrity:
14