Black–Scholes model
id:
black-scholes-model-170-4337278
title:
Black–Scholes model
text:
The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price given the risk of the security and its expected return. The equation and model are
brand slug:
wiki
category slug:
encyclopedia
description:
Mathematical model of financial markets
original url:
https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model
date created:
2002-10-20T06:19:43Z
date modified:
2024-09-01T05:27:01Z
main entity:
{"identifier":"Q1338307","url":"https://www.wikidata.org/entity/Q1338307"}
image:
fields total:
13
integrity:
15