ACCA December Exams

Post comments & Vote in Instant poll >>

20% off ACCA & CIMA Books

OpenTuition recommends the new interactive BPP books for March 2025 exams.
Get your discount code >>

Black-Scholes Model

This topic has 1 reply, 2 voices, and was last updated 14 years ago by John Moffat.

Viewing 2 posts - 1 through 2 (of 2 total)

Author
Posts
November 29, 2010 at 1:12 pm #46357
camille
Member
- Topics: 2
- Replies: 1
What is meant by the natural log used in the formula for the Black-Scholes model?
November 29, 2010 at 2:37 pm #71988
John Moffat
Keymaster
- Topics: 57
- Replies: 54500
It is log to the base e (normal logs are to the base 10).
You will not be asked what it means, but you do need a calculator with an ‘ln’ button on it.
Author
Posts

Viewing 2 posts - 1 through 2 (of 2 total)

You must be logged in to reply to this topic.