fbpx

Black-Scholes

Option pricing alternatives to Black-Scholes? You mean revert?

What are some Black Scholes pricing alternatives? Just remember this is really for options and futures pricing only. It helps to determines all of kinds of contract info. This is all pure quant techniques. See some of the solutions here https://www.quora.com/What-are-some-option-pricing-alternatives-to-Black-Scholes Mean reverting pricing solutions? Anyone doing this stuff for their mean reverting strategies or …

Option pricing alternatives to Black-Scholes? You mean revert? Read More »

Quants need to use Finance specific type models such as Black-Scholes with algo require streaming

Lots of ‘quants’ rely on the old reliable Black Scholes model for options pricing and forecasting. This question came about compairing it to a form of machine learning. Is it possible that machine learning will exceed or already has? It seems time only will tell in a few months as I will start researching in …

Quants need to use Finance specific type models such as Black-Scholes with algo require streaming Read More »

Black Scholes Python Code Demo with Greek Analysis for Put or Call option

Black Scholes Python Code Demo with Greek Analysis for Put or Call option A quick simple demo that finally meets my goals Download corrected source code BlackScholes Click to access BS_Daniel.pdf Join my FREE newsletter to learn more about how options impact your automated trading NOTE I now post my TRADING ALERTS into my personal …

Black Scholes Python Code Demo with Greek Analysis for Put or Call option Read More »

Here all the possible derivatives from Black Scholes derivatives for options trading

Here all the possible derivatives from Black Scholes derivatives for options trading From a newsletter subscriber: Anyway, when we met last time you indicated you were interested in a reference on options trading.  I found this website below that covers the derivation of the Black-Scholes equation. http://en.wikipedia.org/wiki/Black%E2%80%93Scholes_equation Join my FREE newsletter to learn more about …

Here all the possible derivatives from Black Scholes derivatives for options trading Read More »

Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox?

Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox? Question: Do you know if we can compile an application using functions in the econometric toolbox? For example a GARCH or Black Scholes application? Answer: Are you referring to Matlab Coder? If so, only a subset of Matlab functions are …

Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox? Read More »

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top