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- W2258849102 abstract "In the early 70's, Black, Scholes and Merton have made a major breakthrough in option pricing. These contributions and developments are the source of the famous Black-Scholes model which had a great impact on how used by traders, both in terms of option valuation in the development of coverage This work has also been the starting point for the spectacular development of computational finance in the 80's and 90's.En 1997 Merton and Scholes were awarded the Nobel Prize in Economics (Black had died). This formula is widely used in practice to the extent that it defines the implied volatility has become a real unit of measurement. The mathematical model that describes the financial market is both simple and effective. The aim of this paper is to develop options pricer using VBA language and the Black and Sholes model." @default.
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- W2258849102 date "2015-02-27" @default.
- W2258849102 modified "2023-09-23" @default.
- W2258849102 title "The Development of options pricer and Black and Scholes Model" @default.
- W2258849102 hasPublicationYear "2015" @default.
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