Black Scholes option pricing model: Difference between revisions

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== See also ==
== See also ==
* [[Binomial option pricing model]]  (BOPM)
* [[European-style option]]
* [[European-style option]]
* [[Leptokurtosis]]
* [[Leptokurtosis]]
* [[Model]]
* [[Option]]
* [[Option]]
* [[Risk neutral valuation]]
* [[Risk neutral valuation]]
* [[Risk-free rate of return]]
* [[Risk-free rate of return]]
* [[Binomial option pricing model]]
 
[[Category:Corporate_financial_management]]
[[Category:Financial_risk_management]]

Latest revision as of 21:04, 4 July 2022

(BSOPM).

The Black Scholes option pricing model is an example of a risk-neutral valuation model. It models the value of European-style options on non-dividend paying assets, based on the underlying price, the strike price, the underlying volatility, the time to expiry and the risk-free rate of return.


See also