Option Pricing Model Using Black-Scholes Method

Black-Scholes Model

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Option Pricing Model Using Black-Scholes Method by Mind Map: Option Pricing Model Using Black-Scholes Method

1. Derivatives

1.1. Futures

1.2. Forward

1.3. Options

1.3.1. Call Option

1.3.2. Put Option

1.4. Swap

2. Statement of the Problem

3. Review of Literature

4. Objective of Study (OptionPricing)

4.1. Black-Scholes Model

4.1.1. Black-Scholes Formula

4.1.2. Formula Derivation

4.2. Binomial Option Pricing

4.3. Monte-Carlo Simulation

5. Option Greeks

5.1. Delta

5.2. Theta

5.3. Gamma

5.4. Vega

5.5. Rho

6. Hypothesis & Research Design

6.1. Type of Data

6.2. Sample Data

7. Tool used for Analysis

7.1. Residual Analysis