Black’s Model

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Definition: Black’s Model

Black’s Model
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Full Definition of Black’s Model

Variation of Black-Scholes option pricing model, the Black’s Model is used to price bond options, swaptions, and interest rate caps and floors. This model was first presented in 1976 by Fischer Black. Also called Black-76 model.

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Definition Sources

Definitions for Black’s Model are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 14th November, 2021 | 0 Views.