Editing Black–Scholes model (section)

==External links==

===Discussion of the model===
*[https://www.mayin.org/ajayshah/PDFDOCS/Shah1997_bms.pdf Ajay Shah. Black, Merton and Scholes: Their work and its consequences. Economic and Political Weekly, XXXII(52):3337–3342, December 1997]
*[https://www.theguardian.com/science/2012/feb/12/black-scholes-equation-credit-crunch The mathematical equation that caused the banks to crash] by [[Ian Stewart (mathematician)|Ian Stewart]] in [[The Observer]], February 12, 2012
*[https://web.archive.org/web/20080703175707/http://www.ederman.com/new/docs/risk-non_continuous_hedge.pdf When You Cannot Hedge Continuously: The Corrections to Black–Scholes], [[Emanuel Derman]]

===Derivation and solution===
*[https://www.physics.uci.edu/~silverma/bseqn/bs/bs.html Solution of the Black–Scholes Equation Using the Green's Function], Prof. Dennis Silverman
*[http://terrytao.wordpress.com/2008/07/01/the-black-scholes-equation/ The Black–Scholes Equation] Expository article by mathematician [[Terence Tao]].  <!--this article is also in Tao's book "Poincaré's Legacies" ISBN 978-0-8218-4885-2.-->

===Computer implementations===
*[http://www.espenhaug.com/black_scholes.html Black–Scholes in Multiple Languages]
*[https://code.google.com/p/black-scholes/ Black–Scholes in Java -moving to link below-]
*[https://bret-blackford.github.io/black-scholes/ Black–Scholes in Java]
*[http://sourceforge.net/projects/chipricingmodel/ Chicago Option Pricing Model (Graphing Version)]
*[https://github.com/OpenGamma/OG-Platform/blob/master/projects/OG-Analytics/src/main/java/com/opengamma/analytics/financial/model/volatility/surface/BlackScholesMertonImpliedVolatilitySurfaceModel.java Black–Scholes–Merton Implied Volatility Surface Model (Java)]
*[https://leventozturk.com/engineering/Black_Scholes/ Online Black–Scholes Calculator]

===Historical===
*[https://www.pbs.org/wgbh/nova/stockmarket/ Trillion Dollar Bet]—Companion Web site to a Nova episode originally broadcast on February 8, 2000. "The film tells the fascinating story of the invention of the Black–Scholes Formula, a mathematical Holy Grail that forever altered the world of finance and earned its creators the 1997 Nobel Prize in Economics."
*[http://www.bbc.co.uk/science/horizon/1999/midas.shtml BBC Horizon] A TV-programme on the so-called [[Midas formula]] and the bankruptcy of [[Long-Term Capital Management]] (LTCM)
*[https://www.bbc.co.uk/news/magazine-17866646 BBC News Magazine] Black–Scholes: The maths formula linked to the financial crash (April 27, 2012 article)

{{Derivatives market}}
{{Hedge funds}}
{{Stochastic processes}}

{{DEFAULTSORT:Black-Scholes Model}}
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