Lessons from When Genius Failed: The Rise and Fall of Long-Term Capital Management
Lessons from When Genius Failed: The Rise and Fall of Long-Term Capital Management As options traders we need to pause and learn the limitations of the Black-Scholes options pricing formula and other mathematical models, and learn to expect the unexpected.I recently finished working my way through When Genius Failed: The Rise and Fall of Long-Term
Jul 13th, 2012
by Christopher Smith
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Categories : Option Pricing
Stock Option Pricing and the Greeks
Stock Option Pricing and the Greeks Option Prices Are Effected By Several Factors Called The Greeks, And It Is Critical You Understand What They Are. Options are derivative securities. They derive their value from some underlying security or index and their price is affected by a number of factors. Because of their derivative nature, they
Categories : Option Pricing
