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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Автор Greg Rutkowski ( назад)
Link does not work...

Автор DEEN DAYAL Saboo ( назад)
Thank you for your early reply . If you give your mail address , I can send
the worksheet to you . I am entering T as positive , but value of d1, and
d2 coming negative.

Автор DEEN DAYAL Saboo ( назад)
Mr Kelvin I used your calculator with following values :T-0.104 , Ex Pr
8500 , Cu Pr 8350 , Vol 20 % , Int 9% PA . I am getting Call/Put value ,
Delta and Gamma correct , but in Call Theta 1357.64 , Vega 1069.64 Rho
381.59 coming and same way in put . Please let me know where I am wrong .
In which Video you have explained how to use all these ?

Автор DEEN DAYAL Saboo ( назад)
Mr Kevin , I am seeing videos on Option on you tube for many days , as I am
novice to Option . So far i have I have seen your two videos, another on
Black Scholes. One of the best video for a novice like me . Thank you . Can
you give a list of your videos on You Tube ? Thank you once again.

Автор Ryan T ( назад)
Your Finance series literally set me onto a path towards a career. May seem
like a simple enough gesture from your perspective but it was nothing short
of transformative for me. Thanks Kevin.

Автор Nella G ( назад)
Hi.. thanks for publishing this. Will you please provide some light on why
do you divide by 365 days? should it not be by 252 days ( business days)?
Thank you in advance for your answer

Автор Ilanda Lombard ( назад)
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 Rohit Tandon ( назад)
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 Rohit Tandon ( назад)
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 freemovies1000 ( назад)
Hi Kevin, please send spreadsheet to-jerrynyc@hotmail.com-thank you

Автор freemovies1000 ( назад)
Hi Kevin,

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

Автор MrSan525 ( назад)
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 MrSan525 ( назад)
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 Harry Klip ( назад)
Dear Kevin, Thank you for this video. Can you please send me the
spreadsheet? har.klip@gmail.com

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

Автор Sal C ( назад)
Thank you!

Автор Benjamin Wiley ( назад)
great job, thanks!

Автор trifio5242 ( назад)
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 ( назад)
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 Saul Marques ( назад)
SaulDM@comcast.net not .com sorry

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

Автор trifio5242 ( назад)
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 ( назад)
Actually no...those would be Collateralized Debt Obligations (CDOs) and
Credit Default Swaps (CDSs) were the proverbial weapons of mass destruction.

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

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

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

Автор enth0usiaste ( назад)
:)))) Thank you

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

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

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