enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Black–Scholes equation - Wikipedia

    en.wikipedia.org/wiki/BlackScholes_equation

    Black and Scholes' insight was that the portfolio represented by the right-hand side is riskless: thus the equation says that the riskless return over any infinitesimal time interval can be expressed as the sum of theta and a term incorporating gamma.

  3. File:Black-Scholes surface plot with random paths.svg

    en.wikipedia.org/wiki/File:Black-Scholes_surface...

    You are free: to share – to copy, distribute and transmit the work; to remix – to adapt the work; Under the following conditions: attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made.

  4. Black–Scholes model - Wikipedia

    en.wikipedia.org/wiki/BlackScholes_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 ...

  5. 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 ...

  6. Itô's lemma - Wikipedia

    en.wikipedia.org/wiki/Itô's_lemma

    Itô's lemma can be used to derive the Black–Scholes equation for an option. [2] Suppose a stock price follows a geometric Brownian motion given by the stochastic differential equation dS = S(σdB + μ dt). Then, if the value of an option at time t is f(t, S t), Itô's lemma gives

  7. The ‘Kamala ain’t Black’ conspiracy theory explained - AOL

    www.aol.com/kamala-ain-t-black-conspiracy...

    A study of the Caribbean Commonwealth notes: “Approximately 95 percent of all Jamaicans were of partial or total African descent, including 76 percent black, 15 percent mulatto, and 4 percent ...

  8. 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.

  9. Opinion: We should educate people to vote. That includes ...

    www.aol.com/opinion-educate-people-vote-includes...

    Back in the present I sat before the aforementioned group of Woodford R. Porter Scholars — a scholarship historically reserved for Black students in an effort to increase their representation at ...