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November 23rd, 2014, 03:45 PM   #1
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What is the underlying math or calculus in the Black-Scholes Model?

I´m seeing an online financial course but I want to understant very well the black scholes model, however I dont even know what subject of math or calculus is this model about
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November 24th, 2014, 04:55 AM   #2
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Quote:
Originally Posted by saeta View Post
I´m seeing an online financial course but I want to understant very well the black scholes model, however I dont even know what subject of math or calculus is this model about
You will need at least Stochastic Differential Equations for the standard derivation.

CB
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