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2. Black–Scholes equation - Wikipedia

   en.wikipedia.org/wiki/Black–Scholes_equation

   where (,) is the price of the option as a function of stock price S and time t, r is the risk-free interest rate, and is the volatility of the stock. The key financial insight behind the equation is that, under the model assumption of a frictionless market , one can perfectly hedge the option by buying and selling the underlying asset in just ...

3. Black–Scholes model - Wikipedia

   en.wikipedia.org/wiki/Black–Scholes_model

   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 (instead replacing the ...

4. Finite difference methods for option pricing - Wikipedia

   en.wikipedia.org/wiki/Finite_difference_methods...

   The discrete difference equations may then be solved iteratively to calculate a price for the option. [4] The approach arises since the evolution of the option value can be modelled via a partial differential equation (PDE), as a function of (at least) time and price of underlying; see for example the Black–Scholes PDE. Once in this form, a ...

5. Valuation of options - Wikipedia

   en.wikipedia.org/wiki/Valuation_of_options

   In finance, a price (premium) is paid or received for purchasing or selling options.This article discusses the calculation of this premium in general. For further detail, see: Mathematical finance § Derivatives pricing: the Q world for discussion of the mathematics; Financial engineering for the implementation; as well as Financial modeling § Quantitative finance generally.

6. Black model - Wikipedia

   en.wikipedia.org/wiki/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 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.

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8. Black's approximation - Wikipedia

   en.wikipedia.org/wiki/Black's_approximation

   In finance, Black's approximation is an approximate method for computing the value of an American call option on a stock paying a single dividend. It was described by Fischer Black in 1975. [1] The Black–Scholes formula (hereinafter, "BS Formula") provides an explicit equation for the value of a call option on a non-dividend paying stock. In ...

9. The Fed could be on the verge of ripping up its rate script ...

   www.aol.com/finance/fed-could-verge-ripping-rate...

   Wholesale prices also rose more than expected in November, adding to the string of sticky inflation prints.. But traders reacted to the new readings by boosting their bets for a Fed cut this week ...