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blackscholes

Intuition behind the Black-Scholes-Merton
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...
 
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
 
Length: 05:59
Rating: 4.32
Views: 15550
 
Tags: Finance  Derivatives  Stock  Options  
 
Using Excel to calculate Black-Scholes-Merton option price
This is Black-Scholes for a European-style call option. You can download the XLS @ this forum thread on my site: www.bionicturtle.com
 
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
 
Length: 08:20
Rating: 4.703704
Views: 23283
 
Tags: Finance  Derivatives  Stock  Options  
 
Black-Scholes versus Binomial
The world's quickest summary comparison between the two common ways to price an option.
 
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
 
Length: 05:47
Rating: 4.785714
Views: 10696
 
Tags: Finance  Derivatives  Stock  Options  
 
The Black-Scholes Formula - 1/5
Great Documentary about the Black-Scholes formula and its disastrous effects on the economy...
 
Uploaded: November 30, 1999 at 12:00 am
Author: mallen235
 
Length: 09:47
Rating: 5.0
Views: 1104
 
Tags: black  merton  scholes  model  formula  ltcm  crash  financial  crisis  
 
Numerical Instability: Black-Scholes PDE
Simple option pricing models can be evaluated by diffusing the payoff at expiration backwards through time. The 1D PDE governing the payoff evolution is (under...
 
Uploaded: November 30, 1999 at 12:00 am
Author: benschaeffer
 
Length: 00:57
Rating: 3.5
Views: 5101
 
Tags: PDE  heat  equation  numerical  instability  finance  science  math  mathematics  education  option  
 
How d2 in Black-Scholes becomes PD in Merton model
In Black-Scholes, N(d2) is the probability that the option will be struck in the risk-neutral world. The Merton model for credit risk uses the Black-Scholes...
 
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
 
Length: 10:00
Rating: 4.5
Views: 6554
 
Tags: Finance  derivatives  default  merton  
 
IPOs and stock market scams & Black-Scholes formula
Max Keiser talks with Stacy Herbert about IPOs and stock market scams and Black-Scholes option volatility formula recorded on March 14th 2009
 
Uploaded: November 30, 1999 at 12:00 am
Author: marcchabotyt
 
Length: 10:13
Rating: 5.0
Views: 1498
 
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MBACalculator.com Black Scholes Option Pricing Model - Stock Equilibrium
BlackScholes model The Black-Scholes model of the market for an equity makes the following explicit assumptions: It is possible to borrow and lend cash at...
 
Uploaded: November 30, 1999 at 12:00 am
Author: mbacalculator
 
Length: 05:15
Rating: 5.0
Views: 2460
 
Tags: Black  Scholes  Option  Pricing  Model  Stock  Equilibrium  
 
Black-Scholes Option Model
demonstrations.wolfram.com The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. There are two main types of options that occur...
 
Uploaded: November 30, 1999 at 12:00 am
Author: wolframmathematica
 
Length: 00:20
Rating: N/A
Views: 295
 
Tags: wolfram  mathematica  demonstrations  interactive  visualization  Black  and  Scholes  call  derivatives  market  prices  options  put  free  math  computer  science  
 
The Black-Scholes Formula - 2/5
Great Documentary about the Black-Scholes formula and its disastrous effects on the economy...
 
Uploaded: November 30, 1999 at 12:00 am
Author: mallen235
 
Length: 09:54
Rating: N/A
Views: 733
 
Tags: black  merton  scholes  model  formula  ltcm  crash  financial  crisis  
 


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