Tag: Option
Black Scholes Model No Div Yld
by theorangedog on Jan.07, 2008, under Skills
I have added a fully functional Models page to the foquant.com website. This page will be updated frequently with new financial models as I standardize and generalize existing ones, and create others. To kick things off, I have posted the first model, Black Scholes Model No Div Yld, which is a standard BSM Model used on an underlying that does not pay a dividend. Of course, variations of this model will be uploaded, including those that accept a dividend-paying underlying. Expansions will be uploaded as well, such as one that will calculate the greeks.
Whenever a new model is uploaded, I will create a post with its name and a brief description, and will add that post to the Models category in addition to the Models page.



