Black-Scholes Formula

This can be used to explore put-call parity and sensitivity of B-S particularly to volatility and the relative insensitivity to risk-free rate

 

jorj.kowszun

 
Type de ressources
Activité
Balises
black-scholes  put-call-parity  volatility 
Tranche d'âges
19+
Langue
English (United Kingdom)
 
 
Version GeoGebra
4.4
Vues
2235
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