TERMIUM Plus®

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BLACK-SCHOLES FORMULA [1 record]

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Record 1 1988-08-12

English

Subject field(s)
  • Currency and Foreign Exchange
CONT

... the Black-Scholes formula gives the exact subjective valuation if traders have logarithmic utility functions; ...

French

Domaine(s)
  • Politique monétaire et marché des changes
CONT

Une fois qu'on introduit dans la formule de Black & Scholes (...) des données telles que la volatilité, le taux d'intérêt à court terme, la date du jour, celle de l'échéance de l'option, une série de prix de levée et du prix du support, on obtient des tables (...)

Spanish

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