FREE Account Opening + No Clearing Fees
Loading...

What is Black 76 Model?

Zerodha (Flat Rs 20 Per Trade)

Invest brokerage-free Equity Delivery and Direct Mutual Funds (truly no brokerage). Pay flat Rs 20 per trade for Intra-day and F&O. Open Instant Account and start trading today.

The Black-76 model is a pricing model for the valuation of derivative instruments such as option contracts, swaptions, bond options, and other interest rate derivatives. The black-76 model is also called as Blacks model or Black-Scholes-Merton (BSM) model.

This model is a variant of the Black-Scholes option pricing model, which can also be applied in a modified form to interest rate cap loans and other derivatives.


Comments

Add a public comment...


Find more questions on this topic