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- Black_model abstract "The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing options on future contracts, bond options, interest rate caps / floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976.Black's model can be generalized into a class of models known as log-normal forward models, also referred to as LIBOR market model.".
- Black_model wikiPageExternalLink shortterm.
- Black_model wikiPageExternalLink Lecture24_3.pdf.
- Black_model wikiPageID "240607".
- Black_model wikiPageLength "4471".
- Black_model wikiPageOutDegree "23".
- Black_model wikiPageRevisionID "669453613".
- Black_model wikiPageWikiLink Black–Scholes.
- Black_model wikiPageWikiLink Black–Scholes_formula.
- Black_model wikiPageWikiLink Black–Scholes_model.
- Black_model wikiPageWikiLink Bond_option.
- Black_model wikiPageWikiLink Category:Finance_theories.
- Black_model wikiPageWikiLink Category:Mathematical_finance.
- Black_model wikiPageWikiLink Category:Options_(finance).
- Black_model wikiPageWikiLink European_call_option.
- Black_model wikiPageWikiLink Financial_mathematics.
- Black_model wikiPageWikiLink Fischer_Black.
- Black_model wikiPageWikiLink Forward_contract.
- Black_model wikiPageWikiLink Futures_contract.
- Black_model wikiPageWikiLink Futures_price.
- Black_model wikiPageWikiLink LIBOR_market_model.
- Black_model wikiPageWikiLink Margrabes_formula.
- Black_model wikiPageWikiLink Mathematical_finance.
- Black_model wikiPageWikiLink Normal_distribution.
- Black_model wikiPageWikiLink Option_(finance).
- Black_model wikiPageWikiLink Option_style.
- Black_model wikiPageWikiLink Risk-free_interest_rate.
- Black_model wikiPageWikiLink Spot_contract.
- Black_model wikiPageWikiLink Spot_price.
- Black_model wikiPageWikiLink Stock_option.
- Black_model wikiPageWikiLink Swaption.
- Black_model wikiPageWikiLink Time_value_of_money.
- Black_model wikiPageWikiLink University_of_Texas_at_Austin.
- Black_model wikiPageWikiLinkText "Black '76 formula".
- Black_model wikiPageWikiLinkText "Black model".
- Black_model wikiPageWikiLinkText "Black-76 model".
- Black_model wikiPageWikiLinkText "Black-like".
- Black_model wikiPageWikiLinkText "black model".
- Black_model hasPhotoCollection Black_model.
- Black_model wikiPageUsesTemplate Template:Derivatives_market.
- Black_model wikiPageUsesTemplate Template:For.
- Black_model wikiPageUsesTemplate Template:No_footnotes.
- Black_model subject Category:Finance_theories.
- Black_model subject Category:Mathematical_finance.
- Black_model subject Category:Options_(finance).
- Black_model hypernym Variant.
- Black_model type Article.
- Black_model type Article.
- Black_model type Field.
- Black_model type Occupation.
- Black_model type Theory.
- Black_model comment "The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing options on future contracts, bond options, interest rate caps / floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976.Black's model can be generalized into a class of models known as log-normal forward models, also referred to as LIBOR market model.".
- Black_model label "Black model".
- Black_model sameAs Modèle_de_Black.
- Black_model sameAs Formula_di_Black.
- Black_model sameAs ブラック・モデル.
- Black_model sameAs Model_Blacka.
- Black_model sameAs m.01jxmp.
- Black_model sameAs Модель_Блэка.
- Black_model sameAs Модель_Блека.
- Black_model sameAs Q1054463.
- Black_model sameAs Q1054463.
- Black_model wasDerivedFrom Black_model?oldid=669453613.
- Black_model isPrimaryTopicOf Black_model.