Black-Scholes Option- Valuation Model Definition | Becker

Accounting Dictionary

Black-Scholes Option- Valuation Model

A model for pricing options in which the value of an option depends on (1) the value of the underlying asset; (2) the time to expiration of the option; (3) the exercise price; (4) the volatility of the underlying asset; and (5) the risk-free rate or time value of money.

Back to Dictionary

Now Leaving Becker.com

You are leaving the Becker.com website. Once you click “continue,” you will be brought to a third-party website. Please be aware, the privacy policy may differ on the third-party website. Adtalem Global Education is not responsible for the security, contents and accuracy of any information provided on the third-party website. Note that the website may still be a third-party website even the format is similar to the Becker.com website.

Continue