Results 1 - 10 for Black-Scholes equation

Black–Scholes - Wikipedia, the free encyclopedia
The Black–Scholes PDE is a partial differential equation which (in the model) must be satisfied by the price of a derivative on the equity. The Black–Scholes formula is the result ...
http://wiki.healthhaven.com/Black-Scholes
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BLACK-SCHOLES EQUATION
SAN JOSE STATE UNIVERSITY ECONOMICS DEPARTMENT Thayer Watkins. Derivation of the Black-Scholes Equation for Option Value. A call option is the right to buy a security at a ...
http://www.sjsu.edu/faculty/watkins/blacksch.htm
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The Black-Scholes Equation
The Black-Scholes Equation. The pioneering work of Black and Scholes started the serious study of the theory of option pricing. All further advances in this field have been ...
http://srikant.org/thesis/node8.html
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BLACK - SCHOLES -- OPTION PRICING MODELS
The result of this calculation held a striking resemblance to a well-known heat transfer equation. Soon after this discovery, Myron Scholes joined Black and the result of their ...
http://bradley.bradley.edu/~arr/bsm/pg04.html
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Solution of the Black Scholes Equation Using the Green's Function of ...
Solution of the Black Scholes Equation Using the Green's Function of the Diffusion Equation
http://www.physics.uci.edu/%7Esilverma/bseqn/bs/bs.html
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The Black-Scholes equation « What’s new
Updates on my research and expository papers, discussion of open problems, and other maths-related topics. By Terence Tao
http://terrytao.wordpress.com/2008/07/01/the-black-scholes-equation/
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Black-Scholes Equation
Glossary definition of the business management term Black-Scholes equation (formula)
http://management.about.com/cs/adminaccounting/g/Black_Scholes.htm
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PlanetMath: analytic solution of Black-Scholes PDE
Here we present an analytical solution for the Black-Scholes partial differential equation,
http://planetmath.org/encyclopedia/AnalyticSolutionOfBlackScholesPDE.html
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NOVA Online | Trillion Dollar Bet
NOVA Online presents Trillion Dollar Bet ... Trillion Dollar Bet," originally broadcast on February 8, 2000. The film tells the fascinating story of the invention of the Black ...
http://www.pbs.org/wgbh/nova/stockmarket/
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Espen Haug
"Black-Scholes" in Multiple Languages. January 2008: After studying the literature (something many of the famous academics themselves obviously not have done properly) it is ...
http://www.espenhaug.com/black_scholes.html
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