Financial Derivatives: Probability that Call Option Will Expire Into Money
Calculation of the probability that call option on the stock will expire into money. We assume that return on the stock follows Geometric Brownian motion (GMB).
I recommend:
1. Neil Chriss, Black-Scholes and Beyond
2. John Hull, Options, Futures, and Other Derivatives
3. http://youtube.com/bionicturtledotcom
[
go to Youtube.com
]
Time
: 52 min
06
Added
: 15/08/08 23:51
Send with Gmail
Videos
(1)
|
No blog post
1
Results
