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Option pricing - Topic profile
Topic profile page for Option pricing.
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Latest threads on option pricing:
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Started 1 week, 2 days ago (2008-10-03 14:15:00)
by Dony
Hello everyone, please support me in this (basic) technical matter: The Merton option pricing method has been recently proposed in macroeconomics as a method to measure the sovereign credit risk. After the construction of an appropriate public sector balance sheet dividing the liabilities in senior and junior claims, the following two equation simple model is applied in a recent IMF paper...  |
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Started 1 week, 2 days ago (2008-10-03 13:48:00)
by Dony
Hello everyone, please support in this (basic) technical matter The Merton option pricing method has been recently proposed in macroeconomics as a method to measure the sovereign credit risk. After the construction of an appropriate public sector balance sheet dividing the liabilities in senior and junior claims, the following two equation simple model is applied in a ... |
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Started 4 weeks ago (2008-09-14 05:58:00)
by thomane
I just bout Yves Achdou and Olivier Pironneau book called computional methods for option pricing. Nice book with lots of codeing examples. However, anyone know where to access this code online or in text format. Copying the code from the book by typing it up can be anoying when you just want to test some things out quickly. thanks Yasin Rosowsky... |
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Started 1 month ago (2008-09-10 16:08:00)
by Basispoints
Recs: 1 Option Pricing If management wants to reset pricing of the options that were granted to employees, I wonder if they need shareholder approval? It will be interesting to follow this in the weeks ahead, as I'm betting you're going to see this happen soon unless it's something we need to vote on. And I know how I'd be voting! |
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Started 1 month, 1 week ago (2008-08-31 02:13:00)
by bines
Hello , I have function is written before 11 years The xRange As Range, In the function without range was k Code: Function XCallDol(S, q, r, SDiv As Range, multiply, T As Single, xRange As Range, OptQnt) Counter1 = 0 XCallDol = 0 For x = 1 To xRange.Rows.Count MyExp_R = Exp(1) ^ -(q* T) MyExp_ar = Exp(1) ^ -(r* T) MyLan = Log((S * MyExp_R) / xRange.Cells(x)) d1 = (... |
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Started 2 months ago (2008-08-12 14:49:00)
by thomane
Hi, I will be starting soon a MSc group project wherby the initial objective is to model 2 factor options using stochastic volatility (and solving using finite element method). I have experienced using the finite element method to solve multiphase flow but have am a completely a newbie when it comes to using computional methods (in C++) to solve a finance problem. ... |
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Started 2 months ago (2008-08-10 00:00:00)
by Unblakeable
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Started 2 months, 2 weeks ago (2008-07-26 22:34:00)
by nomarginhere
Recs: 1 "OPTIONS speculators can have artificially cheap option pricing in hard to borrow stock - at a direct cost to STOCK investors" http://www.thesanitycheck.com/BobsSanityCheckBlog/ tabid/56/EntryID/700/Default.aspx So many ways that these sub prime trash hurt a stock price |
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Started 2 months, 2 weeks ago (2008-07-25 00:18:00)
by niiAmoo
I found this site and wanted to share Naotia Cool Option Pricing |
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Started 3 months ago (2008-07-14 21:30:00)
by liyuan246
I am doing PhD in Data Mining. I have master degree in Artificial Intelligence & Computer Science, bachelor in Software Engineering. Good at Java, C++, Matlab, sql, SPSS,SAS. Currently I passed CFA level one, and is learning stochastic calculus for option pricing. I really like to find a job in the financial market. There are three types of jobs: 1.quantitative developer ... |
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Hot threads on option pricing:
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Started 2 days, 1 hour ago (2008-10-10 23:18:00)
by Dony
Thank you ricaper, -Notice however that the function N(.) is the cumulative normal distribution, and that d1 and d2 contain the variables "sigmaassets" and "Vassets', the solution of the system; this is why a numerical method, the "gauss-Hermite quadrature" is suuggested. Do you have any information in this respect? Can Excel solver solve such a system? - Notice also that... |
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Started 1 week ago (2008-10-05 13:37:00)
by chibichanman
Possible 1999 R6 purchase, need pricing advice. Hey guys, Just wanted to say thanks in advance for looking. So, I have an opportunity to purchase a 1999 R6. I'll be the third owner, and only have a limited history of the bike as I haven't inquired too much about it yet. It has about 30k miles on it, it's been dropped at ... |
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Started 5 days, 13 hours ago (2008-10-07 11:25:00)
by Castleonarock
Recs: 0 A look ahead Glad to see that there is not any panic in the market, but instead it calmly continues on its downward trend. The economy will continue collapsing while the FED will continue to try and prop it up. This will give violent volatile market action for the coming months/yrs. I do not expect that the economy will bottom and start to improve until the ... | |
