Solution of the BlackScholes equation

Draw a solution curve of the Black-Scholes (or Black-Scholes-Merton) equation, as a function of the security price, for a given time. For a complete explanation with examples, theory, and problems to work see http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BlackScholes/Solutions/solution.html

 

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Resource Type
Activity
Tags
black-scholes  differential  equation  partial  prices  stock 
Target Group (Age)
14 – 18
Language
English (United States)
 
 
GeoGebra version
4.4
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4260
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