Black-Scholes Option Pricing Model - Calkoo

The Black–Scholes model develops partial differential equations whose solution, the Black–Scholes formula, is widely used in the pricing of European-style ... Freee-invoices Calkooforkids   English   BahasaIndonesia   BahasaMelayu   Беларуская   Čeština   Deutsch   Dansk   Eesti   ϵλληνικά   English   Español   Français   한국어Hangugeo   Hrvatski   Italiano   Latviešu   Lietuvių   Magyar   日本語Nihongo   Nederlands   Norsk   Polski   Português   Românește   Руccкий   Slovenčina   Српски   Srpski   Suomi   Svenska   Türkçe   Українська   中文Zhōngwén  » Black-ScholesOptionPricingModel InitialData Spotpriceoftheunderlyingasset Strikepriceoftheoption Timetomaturity(days) Risk-freeinterestrate(continuouscompounding) % Volatility % Result CALL PUT Price Δ(delta) Γ(gamma) ν(vega) ρ(rho) Θ(theta) d1= d2= Seealso: Put-CallParity(EuropeanOptions)     TOP51. BodyHeightorWeightConverter 2. Valueaddedtax(Global) 3. InternalRateofReturn(IRR) 4. NPVandProfitabilityIndex(PI) 5. RomanNumeralsConverter Seealso:1. CapitalAssetPricingModel(CAPM) 2. NPVandProfitabilityIndex(PI) 3. PresentandfutureValueCalculator Everythingaboutpregnancy! Pregnancycalendar. www.fortyweeks.eu