Applications of the black-scholes model

• Main Author: Tay, Keenan Mun Jin
• Other Authors: Shu Jian Jun
• Format: Final Year Project
• Language: English
• Published: 2016
• Subjects: DRNTU::Engineering
• Online Access: http://hdl.handle.net/10356/68605
• Institution: Nanyang Technological University

In recent times, financial markets worldwide have been trading heavily on financial derivatives such as options apart from stocks. Options trading became really popular when the Black-Scholes model came about, a mean of pricing options fairly. Fischer Black, Myron Scholes and Robert Merton came up w...