Black-Scholes Model

Concept

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

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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.