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Il Modello Black-Scholes rappresenta uno degli strumenti più influenti nella finanza per la valutazione delle opzioni. Questa tesi analizza i fondamenti teorici del modello, esplorando le ipotesi di base, la derivazione matematica dell'equazione di Black-Scholes e le sue principali applicazioni nel contesto dei mercati finanziari.
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1999
Abstract This chapter investigates the Black-Scholes model in detail. What we call the Black-Scholes model is not the formula for the value of a standard call option, but rather the economy consisting of a money market account with a constant interest rate and a risky security which does not pay dividends and whose price follows a ...
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Abstract This chapter investigates the Black-Scholes model in detail. What we call the Black-Scholes model is not the formula for the value of a standard call option, but rather the economy consisting of a money market account with a constant interest rate and a risky security which does not pay dividends and whose price follows a ...
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