Penn State University - Smeal College of Business
PSU search
Student Exchange Smeal site map Contact us Accounting faculty directory

Steven Huddart picture
Should I exercise my stock options?
Case Studies
Stock compensation glossary
Compensation links
Securities law links
Tax links
Office hours and location
Facts About The School
Home | Previous | Next | Huddart Site Map

Black-Scholes model

A model for pricing tradable call options. This model implies a formula, the Black-Scholes formula.

See Fischer Black and Myron Scholes, 1973, The Pricing of Options and Corporate Liabilities, Journal of Political Economy 31, 637--654.

Steven Huddart
Smeal College of Business, Penn State University, University Park, PA 16802-3603 USA
(814) 865-0041
(814) 863-8393 fax
Home | Previous | Next | Huddart Site Map
was last updated on Fri, Dec 16, 2016.
Today is Sun, Mar 18, 2018.

Unless otherwise noted, all material is:
Copyright ©1995-2016 Steven Huddart. All rights reserved.