Matches in DBpedia 2014 for { ?s ?p The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing bond options, interest rate caps / floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976.Black's model can be generalized into a class of models known as log-normal forward models, also referred to as LIBOR market model.. }
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- Black_model abstract "The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing bond options, interest rate caps / floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976.Black's model can be generalized into a class of models known as log-normal forward models, also referred to as LIBOR market model.".
- Black_model comment "The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing bond options, interest rate caps / floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976.Black's model can be generalized into a class of models known as log-normal forward models, also referred to as LIBOR market model.".