The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets,

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Date: 2005-11-27 20:20:53 Mathematical finance BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility Heston model		The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Source URL: econterms.com Download Document from Source Website File Size: 45,46 KB Share Document on Facebook

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