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Black and Scholes

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

Recourse Leverage

The leverage in which the so-called recourse borrowing is used. It is backed by collateral posted by the borrower. The...

B-S Model

It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...

Black-Scholes Model

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

Black’s Model For Valuing Futures Options

An option pricing model that is used to value European futures options. This model was first developed by Fischer Black...

Black’s Approximation

An approximation procedure for valuing a call option on a dividend-paying share of stock. It was developed by Fischer Black...

Bear Put Spread

An option strategy whereby a number of put options are bought at a certain exercise price and an equal number...

Back Spread

A delta-neutral ratio spread, or a reverse option hedge, whereby the number of options bought exceeds that of the options...

Bear Ratio Spread

A variant on a bear put spread, and a strategy similar to the bull ratio spread in almost all aspects...

Bear Market

A market where prices are decreasing or expected to be decreasing or following a declining trend over a period of...