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Topic: Black model

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  Black-Scholes - Wikipedia, the free encyclopedia
The equation was derived by Fischer Black and Myron Scholes; the paper that contains the result was published in 1973.
If the Black–Scholes model held, then the implied volatility of an option on a particular stock would be constant, even as the strike and maturity varied, and roughly equal to the historic volatility.
In practice, the volatility surface (the two-dimensional graph of implied volatility against strike and maturity) is not flat.
en.wikipedia.org /wiki/Black-Scholes   (2109 words)

 Black's Model: Black '76
Because of such non-randomness, many spot commodity prices cannot be modeled with a geometric Brownian motion, and the Black-Scholes (1973) or Merton (1973) models for options on stocks do not apply.
While it is not reasonable to model the spot price with a Brownian motion, it may be reasonable to model the forward price with one.
The model is widely used for modeling European options on physical commodities, forwards or futures.
www.riskglossary.com /articles/black_1976.htm   (489 words)

 Black Model
Some people who are better known for other accomplishments have also worked as professional models: 1908 Ford Model T advertisement Ford Model T used for giving tourist rides at Greenfield Village 1925 Ford “New Model” T Tudor Sedan The suspension components of a Ford Model T For the blues musician, see T-Model Ford.
The Model T (colloquially known as the Tin Lizzie and the Flivver) was an automobile produced by Henry Ford's Ford Motor Company from 1908 through 1928.
America Top Model Although he started at the Model A, there were not 19 production models; some were only prototypes.
www.mymodelsite.com /black-model_20.html   (477 words)

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