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.
Mentioned in 2 videos
Videos Mentioning Black-Scholes Model
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.
From Hypergrowth to Human Leadership: The Inside Story of Tesla and More | Jon McNeill | TEDxBoston
TEDx Talks
The Black-Scholes model, made ubiquitous by spreadsheets, enabled the creation of new financial products and exchanges, leading to job growth.