Talk:Black model

Latest comment: 12 years ago by DudeOnTheStreet in topic Derivation

European option edit

Should it not be said that the price given by the Black formula is for a European call option? 64.86.28.148 19:01, 5 November 2007 (UTC)Reply

Derivation edit

You wrote "the final formula is the same except that the spot price is replaced by the forward". That is not true, the spot price S is replaced by exp(-rT)*F not by F. 173.56.43.36 (talk) 00:46, 1 June 2011 (UTC)Reply

Good catch. I'll change it now. --DudeOnTheStreet (talk) 01:39, 3 June 2011 (UTC)Reply