Black Scholes
0:49
YouTubeData Finance
Black Scholes
El modelo Black-Scholes-Merton, publicado en 1973 por Fischer Black, Myron Scholes y Robert C. Merton, marcó el inicio de la teoría moderna de valuación de opciones y transformó el mercado de derivados al proporcionar una fórmula cerrada para calcular el precio de una opción europea bajo ausencia de arbitraje. Su fundamento es el delta ...
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