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black-scholes
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| Introduces the Black-Scholes Option Pricing Model and walks through an example of using the BS OPM to find the value of a call. Supplemental files... |
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| Uploaded: November 30, 1999 at 12:00 am |
| Author: kevinbracker |
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| Length: 13:39 |
| Rating: 4.807229 |
| Views: 10086 |
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| Tags: Educational finance investments derivatives |
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| The value of a European call must be equal to a replicating portfolio that has two positions: long a fractional (delta) share of stock plus... |
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| Uploaded: November 30, 1999 at 12:00 am |
| Author: bionicturtledotcom |
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| Length: 05:59 |
| Rating: 4.623377 |
| Views: 37076 |
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| Tags: Finance Derivatives Stock Options |
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| The world's quickest summary comparison between the two common ways to price an option. |
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| Uploaded: November 30, 1999 at 12:00 am |
| Author: bionicturtledotcom |
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| Length: 05:47 |
| Rating: 4.9210525 |
| Views: 26353 |
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| Tags: Finance Derivatives Stock Options |
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| This is Black-Scholes for a European-style call option. You can download the XLS @ this forum thread on my site: www.bionicturtle.com |
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| Uploaded: November 30, 1999 at 12:00 am |
| Author: bionicturtledotcom |
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| Length: 08:20 |
| Rating: 4.848101 |
| Views: 64776 |
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| Tags: Finance Derivatives Stock Options |
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| Financial Mathematics 3.4 - Black Scholes PDE solution giving pricing on Options |
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| Uploaded: November 30, 1999 at 12:00 am |
| Author: profbillbyrne |
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| Length: 30:45 |
| Rating: 5.0 |
| Views: 4727 |
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| Tags: Bill Byrne Monmouth University byrnetube |
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