Economics, Econometrics and Finance
8 years ago

Black-Scholes Model Revolutionizes Option Pricing and Financial Market Dynamics.

International journal of innovation and applied studies
The Development of options pricer and Black and Scholes Model
Moulay El Mehdi Falloul, Moulay Ali Falloul

Paper Summary

The Black-Scholes model, developed in the 1970s, revolutionized option pricing and trading. It led to the Nobel Prize in Economics for Merton and Scholes in 1997. The model is widely used in financial markets due to its simplicity and effectiveness. This paper aims to create an options pricer using VBA language and the Black-Scholes model, which has had a significant impact on computational finance.

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