Black Scholes ( Black 76 ) Pricing Model in Endur

Black Scholes ( Black 76 ) Pricing Model in Endur

by Israr Ahmed

 

 

Excel Pricing Model Spreadsheet for Black Scholes ( which for commodity options on Futures/Forwards reduces to Black 76 ) . We also have an associated Article which shows the formulas and derivations used.


 


 
 

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