Black-Schole(s) in one (v. 1.0) Разработано Independent Agent |
While golfing and assuming no dividends, estimate the theoretical contract value based on the Black-Scholes Model. At the time of publication Home Depot (HD) was 30.70. Estimating 3 months out (.25) at $30 strike with 1% risk free rate and 19% VIX ret'd $1.57 (actual 1.88). Slots open for greeks. See other "hot" icons.
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[2012-11-18] A Google User: Academic approach to valuing options Handy |
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