| Black's Model |
A variation of the Black-Scholes model that allows for the valuation of options on futures contracts.
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In 1976, Fisher Black, one of the developers of the Black-Scholes model (introduced in 1973), demonstrated how the Black-Scholes model could be modified in order to value European call or put options on futures contracts.
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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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