标题: 【CMA词汇每日一贴】Black-Scholes Option- Valuation Model [打印本页] 作者: 天堂里的猫 时间: 2013-11-15 09:05 标题: 【CMA词汇每日一贴】Black-Scholes Option- Valuation Model
Black-Scholes Option- Valuation Model ： A model for pricing options in which the value of an option depends on (1) the value of the underlying asset, (2) the time to expiration of the option, (3) the exercise price, (4) the volatility of the underlying asset, and (5) the risk-free rate or time value of money.