In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach. He guides traders through the basics of option pricing,...
Integrating text and interactive computer animations and simulations that are presented in a straightforward manner, Option Pricing: Black-Scholes Made Easy teaches you the fundamentals of option valuation and dramatically shortens the learning curve...
I have created a fat-tailed probability distribution that can charaterize the returns statistics of the stock market. Its application in option pricing would yield better result than current models. How do I market this to hedge funds without taken for a ride? I know I can't patent math formulas. And no one is going to dough out large sums of money for something undisclosed. And if disclosed, I would have no position. I don't think a confidentiality agreement can do the trick either. Any suggestions ?
Investing - 1 Answers - 2010-09-29 10:34:27
I'm trying to price a stock option for a privately-held company using volatility of comparable companies. Where can I find a free source where I can find the % expected volatility for a group of companies at a certain historical date?
Corporations - 1 Answers - 2006-10-13 09:56:07
I want to completely understand the pricing models, but I want a book that lays it out very clearly and well- one that makes it very easy to understand. Can you please help?? I want to understand fully, not just because I am interested in trading them, but I'm interested in designing them too. I would like a good book that outlines the pricing variables clearly and eaisly to help me understand all that goes into figuring prices.
Investing - 1 Answers - 2006-04-30 10:27:51
One application of the Black-Scholes European option pricing model is pricing options on fixed income securities. Is this an appropriate application of the Black-Scholes model?
Other - Business & Finance - 1 Answers - 2006-12-12 19:54:00
I would like to buy calls on a solid stock with a good earnings track record. How do I find calls that are attractively priced?
Investing - 2 Answers - 2007-09-13 08:08:36
In option pricing, there's a greek letter used to calculate it, as we all know, one of them is "theta" which used to calculate time decay. For each DAY, they decay by the number theta showed. But my question is, the DAY they're talking about, is it trading day or just normal day ??
Investing - 2 Answers - 2011-06-24 07:38:25
We've been set this question for discussion in next lecture. I really don't have a clue but would really would like to take part in the discussion.
Economics - 1 Answers - 2008-12-08 14:37:25
Investing - 2 Answers - 2006-10-04 18:03:13
does every trader use this? And how accurate is it in accounting for risk?
Investing - 2 Answers - 2011-07-21 17:04:17
I need to make a pricing sheet where I can input a select amount of products and have it tally that amount. Example: cup $3.00 quantity=2 Dish $2.00 quantity=1 Total = $8.00 Minus 10%=$7.20
Mathematics - 1 Answers - 2008-02-23 08:32:37
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