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1 Black-Scholes option pricing formula
фин., бирж. формула опционного ценообразования Блэка-ШоулзаSee:Англо-русский экономический словарь > Black-Scholes option pricing formula
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2 Black-Scholes option pricing formula
фин., бирж. = Black-Scholes Options Pricing ModelThe new English-Russian dictionary of financial markets > Black-Scholes option pricing formula
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3 Black-Scholes Options Pricing Model
фин., бирж. модель опционного ценообразования Блэка-Шоулза, модель Блэка-Шоулза ценообразования опциона (разработана Блэком и Шоулзом для определения рыночной (справедливой) стоимости опционного контракта; согласно модели, текущая цена европейского опциона колл зависит от текущей цены базового актива, ожидаемой волатильности будущей цены базового актива, оставшегося срока до истечения контракта, безрисковой процентной ставки и цены исполнения опциона)Syn:See:The new English-Russian dictionary of financial markets > Black-Scholes Options Pricing Model
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4 option pricing formula
фин., бирж. формула опционного ценообразования, формула ценообразования опционовSee:Англо-русский экономический словарь > option pricing formula
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5 binomial option pricing model
фин. биномиальная модель опциона (предполагает, что в любом периоде цена акции может сместиться либо вверх, либо вниз от текущей цены)See:The new English-Russian dictionary of financial markets > binomial option pricing model
См. также в других словарях:
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 — 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 Model — A widely used option pricing formula for European style options, which have a fixed expiry time, created by Fischer Black and Myron Scholes in 1973. It allows assessment of the value of a call option at any particular time up to expiry. ►… … Financial and business terms
Black-Scholes — Saltar a navegación, búsqueda En 1973, Robert C. Merton publicó Theory of Rational Option Pricing , en él hacia referencia a un modelo matemático que Fisher Black y Myron Scholes habían desarrollado. A este modelo lo denominó Black Scholes y fue… … Wikipedia Español
Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income … Wikipedia
Black model — The Black model (sometimes known as the Black 76 model) is a variant of the Black Scholes option pricing model. Its primary applications are for pricing bond options, interest rate caps / floors, and swaptions. It was first presented in a paper… … Wikipedia
Option style — In finance, the style or family of an option is a general term denoting the class into which the option falls, usually defined by the dates on which the option may be exercised. The vast majority of options are either European or American (style) … Wikipedia
Option time value — Finance Financial markets Bond market … Wikipedia
Margrabe's formula — In mathematical finance, Margrabe s formula is an option pricing formula. It applies to an option to exchange one risky asset for another risky asset at maturity. Suppose S1(t) and S2(t) are the prices of two risky assets at time t, and that each … Wikipedia
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
Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… … Wikipedia
