Free Financial Models in Excel

Wednesday, June 26, 2013

Option Pricing - Black-Scholes Model

Black–Scholes–Merton 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-style options.



http://spreadsheetzone.com/960/Option-Pricing-BlackScholes-Model.html

Posted by oscarzulu at 8:57 AM
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Blog Archive

  • ▼  2013 (23)
    • ▼  June (23)
      • Option Pricing - Monte Carlo
      • Option Pricing - Black-Scholes Model
      • Option Pricing - Binomial Model with VBA
      • Option Pricing - Garman-Kohlhagen
      • Net Worth Calculator
      • Effective Rate Calculator
      • Capital Budgeting
      • Personal Investment Log
      • Quick Budget
      • Portfolio Performance Monitoring
      • Option Pricing - Barrier Options
      • Option Pricing - Binomial Model
      • Investment Model
      • Flexible Balance Sheet
      • Cash Flow Projection
      • Statements for Banks
      • Break-Even Analyzer
      • Waterfall Forecast
      • Lifetime Savings Calculator
      • Weekly Personal Budget (3 Months)
      • Daily and monthly expense tracker
      • Portfolio Optimization
      • EOQ Model
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