Finance & Business
Option theta
Option theta is one of the sensitivity parameters used in option theory to measure responsiveness of an option to change in time. Option theta is often represented by Greek symbol Θ. Option theta belongs to a group of option sensitivity parameters together called "Greeks".
Option vega
Option vega, represented by Greek symbol ν (nu), is a mathematical tool used to capture the responsiveness of option value to changes in the volatility of option's underlying asset's value. In other words, option vega is option's sensitivity to fluctuations in the underlying asset price.
Option gamma
Option gamma, often expressed using the Greek letter Γ, is a mathematical tool used in the option theory to explain the relationship between the value of an option and the price of the underlying asset. Option gamma is the option's sensitivity to change in the sensitivity of the option value to changes in the underlying asset price.
Black-Scholes formula option value on-line calculator
The calculator below relates to the Black-Scholes model which is explained in detail on the Black-Scholes model page. You can use this calculator to find the value of a European call option using the Black-Scholes formula. This model is subject to assumptions discussed on the Black-Scholes model assumptions page.
What are the assumptions behind the Black-Scholes model?
The Black-Scholes Option Pricing Model is an approach used for calculating the value of a stock option. It can be used to calculate values of both call and put options. The Black-Scholes model is described in detail at this page: Black-Scholes model. This page provides an overview of assumptions underlying the Black-Scholes model.
Black-Scholes model
The Black-Scholes model is a tool for pricing equity options. The Black-Scholes model, often also called using its full name Black-Scholes Option Pricing Model, is an approach for calculating the value of a stock option, let it be a call option or a put option.
Put-call parity
Put-call parity is a financial relationship between the price of a put option and a call option. The put-call parity is a concept related to European call and put options. The put-call parity is an option pricing concept that requires the values of call and put options to be in equilibrium to prevent arbitrage.
Quantitative Strategic Planning Matrix (QSPM)
Quantitative Strategic Planning Matrix (QSPM) is a high-level strategic management approach for evaluating possible strategies. Quantitative Strategic Planning Matrix or a QSPM provides an analytical method for comparing feasible alternative actions. The QSPM method falls within so-called stage 3 of the strategy formulation analytical framework.
SPACE Matrix Strategic Management Method
The SPACE matrix is a management tool used to analyze a company. It is used to determine what type of a strategy a company should undertake. The Strategic Position & ACtion Evaluation matrix or short a SPACE matrix is a strategic management tool that focuses on strategy formulation especially as related to the competitive position of an organization.




