Black Scholes model

Black Scholes model的基本解释

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[财]布莱克

与Black Scholes model相关的网络例句 [注：此内容来源于网络，仅供参考]

Chapter 3 is the relative theory of the financial market: the knowledge of discrete time model and Black-Scholes model, etc.

第三章金融市场的有关理论：介绍离散时间模型、Black-Scholes模型等知识。

Specially, we primary deals with the option pricing of Black-Scholes model with continuous dividend payments then get the call option and put option formulas: And the model of geometric average Asian options with fixed strike price then we get the call option formula: The relevant formulas about call option and put option,which are all identical with the classical ones.

其中，特别是对连续支付红利的欧式Black-Scholes期权定价模型求得其买权和卖权的定价公式分别为：此外，还对具有固定敲定价格的几何平均亚式期权的模型给出买权的定价公式：所得结果与用经典解法求得的定价公式完全一致。

We use the data from BHP company in 1995-2001 and calculate the implied volatility. By comparing the implied volatility calculated from actual option price and the assumed volatility in the model, it is found that Black-Scholes Model does underprice the Out-of-The-Money options and overprice the In-The-Money options because of the wrong assumption on the volatility.

本文选择了澳大利亚BHP公司1995年-2001年其中五年的数据，从实际期权价格中计算得到隐含波动率，并把其与Black-Scholes模型中的假设波动率进行比较，最后可以发现，Black-Scholes模型低估了虚值期权的价格，高估了实值期权的价格，与一般的研究结果恰好相反。

与Black Scholes model相关的网络解释 [注：此内容来源于网络，仅供参考]

Exotic Options：奇异期权

除了以斯克尔斯期权定价模型(Black Scholes Option Pricing Model,以下简称BS)推算外,蒙地卡罗模拟法也是推论期权价的有效工具,特别是涉及极复习数学模型的运算和奇异期权(Exotic Options)定价.