| Black Scholes Model | |
 A model used to calculate the value of a European call option. Developed in 1973 by Fisher Black and Myron Scholes, it utilizes the stock price, strike price, expiration date, risk-free return, and the standard deviation (volatility) of the stock's return. |
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 The Black Scholes Model is one of the most important concepts in modern financial theory. |
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 The formula that shook the world - An excellent in-depth explanation of the Black Scholes formula. Accounting and Valuing ESOs - Learn the different accounting and valuation treatments of ESOs, and discover the best ways to incorporate these techniques into your analysis of stock. Options Basics Tutorial - An introduction to the world of options, covering everything from primary concepts to how options work and why you might use them. |
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