Black-Scholes Formula Discussion | Forum

Thread starter TSC
Start date Apr 14, 2014
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The Black-Scholes formula is best discussed in the "Differential Equations" forum due to its foundation in partial differential equations (PDE). The Black-Scholes Model (BSM) is widely recognized for its application in financial mathematics. The formula itself involves variables such as time, volatility, stock price, and interest rates. Engaging in discussions about the BSM in the appropriate forum can enhance understanding and facilitate deeper analysis. This model remains a crucial topic in finance and mathematics.

Apr 14, 2014

TSC

If I want to discuss Black–Scholes formula, where should I post?

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Apr 14, 2014

AMenendez

Post it in the "Differential Equations" forum, as the Black-Scholes Model is an extremely popular PDE. As a reminder, the BSM is:
\frac{\partial V}{\partial t} + \frac{1}{2} \sigma^2 S^2 \frac{\partial^2V}{\partial S^2} + rS \frac{\partial V}{\partial S} - rV = 0

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