Exploring the Black-Scholes Formula

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Uploaded by on Jul 8, 2009

http://demonstrations.wolfram.com/ExploringTheBlackScholesFormula/

The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily.

This Demonstration graphically explores the Black-Scholes formula for the value of European call and put options. First, choose whether you wish to explore a call option or a put option. Next, using the pull-down menu, choose two (out of six) parameters...

Contributed by: Andrzej Kozlowski

Category:

Education

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License:

Standard YouTube License

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