1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Black–Scholes formula

  1. Apr 14, 2014 #1

    TSC

    User Avatar

    If I want to discuss Black–Scholes formula, where should I post?
     
  2. jcsd
  3. Apr 14, 2014 #2
    Post it in the "Differential Equations" forum, as the Black-Scholes Model is an extremely popular PDE. As a reminder, the BSM is:
    [itex] \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 [/itex]
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Black–Scholes formula
  1. Interest Formula (Replies: 2)

Loading...