Black-Scholes Model

ConceptMentioned in 1 video

A mathematical model for valuing warrants and options, developed by Fisher Black and Myron Scholes, which improved upon Thorp's early ideas.

Videos Mentioning Black-Scholes Model

Legendary Trader Edward O. Thorp on Beating the Stock Market and Blackjack

Legendary Trader Edward O. Thorp on Beating the Stock Market and Blackjack

Tim Ferriss

A mathematical model for valuing warrants and options, developed by Fisher Black and Myron Scholes, which improved upon Thorp's early ideas.