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Black-Scholes Option Pricing Model Spreadsheet



A walkthrough of the Black Scholes Option Pricing Model on a Spreadsheet. Spreadsheet file is linked and available in Google Docs. Link for video is tinyurl.com/Bracker-BSOPMSpread

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Просмотров: 10,650
Добавлено: 3 года
Длительность: 9:45
Комментарии: 30

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Комментарии:

Автор DukeLaCrosse20 (1 год)
You don't take into consideration the effect of dividends on puts?

Автор freemovies1000 (1 год)
Hi Kevin,

Автор Rohit Tandon (1 год)
Hi Kevin, what does d1 and d2 signify in the model. I know thatN(d1) is the
delta for the model but what does d1,d2 and N(d2) siginfy?..Thanks

Автор trifio5242 (2 года)
yes I said "ah but i am not talking about 2008" so yeah I know what you
mean)) absolutely it was due to leverage. But that leverage was only
possible by this pricing model - it was so low risk that banks agreed to
give huge loans to LTCM, isn't it?

Автор Kevin Bracker (2 года)
Actually no...those would be Collateralized Debt Obligations (CDOs) and
Credit Default Swaps (CDSs) were the proverbial weapons of mass destruction.

Автор rajeev ranjan (1 год)
hi kavin, i also need the spread sheet. kindly send this to my mail id
rajeev.rajeev9@gmail.com thx in advance

Автор trifio5242 (2 года)
so this is what bankrupted half of the world=)

Автор AussiePiperClan (2 года)
I love your spreadsheet, but I can't find it on Google Docs....is it still
available at that source? Signed Jennifer from Tasmania

Автор trifio5242 (2 года)
ah but I am not talking about 2008. Long term capital management. They have
been using this formula to price options, and they have put and risk
hundreds of billions, isn't that right?

Автор Kevin Bracker (2 года)
@kurt2rsenjazz at about 0:19 seconds into the video

Автор Benjamin Wiley (1 год)
great job, thanks!

Автор Sal C (1 год)
Thank you!

Автор Saul Marques (2 года)
SaulDM@comcast.com please sent excel sheet, thanks

Автор Saul Marques (2 года)
does not open as excel to do what you do on video,only opens as a page to
zoom on.

Автор Kevin Bracker (2 года)
Send me an email through Youtube and I'll get it to you.

Автор Rohit Tandon (1 год)
Hi Kevin, please send me the spreadsheet on rohit17171@gmail.com. I have an
interview this week and it would really be kind of you if you could send
it. Thanks a lot for the fantastic video!

Автор Kevin Bracker (2 года)
That was 1998 instead of 2008. While it was a potential catastrophe, it was
resolved relatively smoothly. Also, while Myron Scholes (of the
Black-Scholes model) was involved, it was more than just an options issue
and largely a leverage issue.

Автор freemovies1000 (1 год)
Hi Kevin, please send spreadsheet to-jerrynyc@hotmail.com-thank you

Автор Max Alejandro Molina (2 года)
Hey, can u upload the .xls version of the Black-Scholes Option Pricing
Model ??

Автор Saul Marques (2 года)
SaulDM@comcast.net not .com sorry

Автор MrSan525 (1 год)
Hi Kevin..Thank you very much for the spreadsheet..I really appreciate your
video and subject that you explained through the video and spreadsheet as
well..Once again thank you..May I know do you have any videos uploaded that
contain explaination regarding greek letters. Thank you...Naidu

Автор Echopower (1 год)
Mrmoyoj@gmail.com please send me the spreadsheet.

Автор MrSan525 (1 год)
Hi Kevin, Thank you for the video..It helps a lot to me..Please send me the
excel sheet to my mail id i.e. san525@live.com so that I can better
understand the calculations behind the video example.

Автор Ilanda Lombard (1 год)
Hi Kevin, thank you so much for the fantastic video! Can you please send me
the spreadsheet on ilandalombard@yahoo.com, I have a major assignment due
and this would really help me! Thanks again

Автор Harry Klip (1 год)
Dear Kevin, Thank you for this video. Can you please send me the
spreadsheet? har.klip@gmail.com

Автор enth0usiaste (2 года)
:)))) Thank you

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