top of page
This site was designed with the
.com
website builder. Create your website today.
Start Now
Black-Scholes-Merton
The Black-Scholes Option Pricing Formula
Options on Stock Indexes
Options on Futures
Currency Options
Margined Options on Futures
The Generalized Black-Scholes-Merton Option Pricing Formula
Black-Scholes-Merton on Variance Form
Put-Call Parity for European Options
At-the-Money Forward Value Symmetry
Put-Call Symmetry
Put-Call Supersymmetry
The Sprenkle Model
The Bachelier Model
Modified Bachelier Model
The Boness Model
The Samuelson Model
bottom of page