Search results “Black scholes options pricing”

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Finance and capital markets on Khan Academy: Interest is the basis of modern capital markets. Depending on whether you are lending or borrowing, it can be viewed as a return on an asset (lending) or the cost of capital (borrowing). This tutorial gives an introduction to this fundamental concept, including what it means to compound. It also gives a rule of thumb that might make it easy to do some rough interest calculations in your head.
About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content.
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Views: 435774
Khan Academy

Introduces the Black-Scholes Option Pricing Model and walks through an example of using the BS OPM to find the value of a call. Supplemental files (Standard Normal Distribution Table, BS OPM Formulas, and BS OPM Spreadsheet) are provided with links to the files in Google Documents.
tinyurl.com/Bracker-StNormTable
tinyurl.com/Bracker-BSOPM
tinyurl.com/Bracker-BSOPMspread

Views: 246444
Kevin Bracker

Join us in the discussion on InformedTrades:
http://www.informedtrades.com/1087607-black-scholes-n-d2-explained.html
In this video, I give a general overview of the Black Scholes formula, and then break down N(d2) in detail. I cover most of the entire formula in this video.
My goal is to describe Black Scholes in a simple, easy to understand way that has never been done before. Because this parts of the formula are somewhat complicated, I repeat parts several times during this video.
See our other videos on Black Scholes: http://www.informedtrades.com/tags/black%20scholes/
Practice trading options with a free options trading demo account: http://bit.ly/apextrader

Views: 146718
InformedTrades

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Vasily Strela
This is a lecture on risk-neutral pricing, featuring the Black-Scholes formula and risk-neutral valuation.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu

Views: 78452
MIT OpenCourseWare

Buy Revamp - https://sfmguru.in/revamp-ca-final-sfm-revision-book/ Revise the entire SFM in a day
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Option valuation refers to the amount of premium to be determined. In other words, what should be the fair amount of an option premium? Determining such fair value or fair premium is known as option valuation.
Once option valuation is made, one will come to know as to what should be the premium for a particulars option. On comparing such fair premium with the actual premium, the investor can decide whether he should buy such options or sell such options.
Consider the following situations:
1. If actual premium is more than the fair premium, the option premium is considered to be overpriced and the investor will prefer selling or writing such option.
2. If actual premium is less than the fair premium, the option premium is considered to be underpriced and the investor will prefer buying or holding such option.
For determining fair value of an option, there are various approaches or models. These are mentioned below:
1. Portfolio Replication Model
2. Risk Neutral Model
3. Binomial Model
4. Black & Scholes Model
All the above approaches can be used for determining the value of call options only. For determining the value of put options, the following procedure should be used:
1. Determine the value of call option for the same exercise price.
2. Use ‘Put-Call Parity’ Theory for determining the value of put option through the value of call option.
For more visit https://sfmguru.in/
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Views: 7973
CA Nikhil Jobanputra

This is Black-Scholes for a European-style call option. You can download the XLS @ this forum thread on our website at http://www.bionicturtle.com.

Views: 156175
Bionic Turtle

http://optionalpha.com - Option traders often refer to the delta, gamma, vega and theta of their option position as the "Greek" which provide a way to measure the sensitivity of an option's price. However, it's important that you realize that the "Greeks" don't determine pricing, just reflect what could happen in pricing changes for moves in the stock, implied volatility, etc.
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Views: 192504
Option Alpha

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

Views: 38004
Kevin Bracker

Dr.HIMANSHU SAXENA is a leading Educationalist,MBA, Ph.D , UGC-NET & RPSC STATE ELIGIBILITY TEST QUALIFIED. Dr.HIMANSHU SAXENA has been teaching and imparting education to the fullest of his knowledge for the last 17 years. Author of many books on various subjects like QUANTITATIVE TECHNIQUES,OPERATIONS RESEARCH, BUSINESS MATHS & STATISTICS, RESEARCH METHODS IN MANAGEMENT, PROJECT MANAGEMENT. Dr.HIMANSHU SAXENA has been a Visiting faculty in many esteemed colleges of India. His Teaching methods and techniques have been widely accepted and appreciated by students and faculties all ovet the country. The respect and the affection of his students has been acknowledged by him as his Greatest Reward. He has organized and participated in many seminars and workshops in management and other disciplines. Over the years , Dr.HIMANSHU SAXENA has motivated and encouraged thousands of students and professionals to achieve MISSION SUCCESS both academically and Professionally.

Views: 2282
Dr.Himanshu Saxena

ZACH DE GREGORIO, CPA
www.WolvesAndFinance.com
This video discusses the Black-Scholes Option Pricing Model. This math formula was first published in 1973 by Fischer Black and Myron Scholes. They received the Nobel Prize in 1997 for their work. This equation calculates out the value of the right to enter into a transaction. The math is complicated, but the concept is simple. It is based on the idea that the higher the risk, the higher the return. So the value of an option is based on the riskiness of the payout. If a payout is uncertain, you would be willing to pay less money. The way the Black-Scholes equation works is with five main variables: volatility, time, current price, exercise price, and risk free rate. Each variable has some level of risk associated with it which drives the value of the option. By entering in your assumptions, it calculates a value. Calculators are available online for this equation. This video shows an example with actual numbers. You can understand the variable sensitivity by creating a table. You can change the value of the current price while keeping the other variables the same.
Neither Zach De Gregorio or Wolves and Finance Inc. shall be liable for any damages related to information in this video. It is recommended you contact a CPA in your area for business advice.

Views: 2316
WolvesAndFinance

Financial Mathematics 3.4 - Black Scholes PDE solution giving pricing on Options

Views: 41083
profbillbyrne

Ito Calculus plays a critical role with Deriving the
Black Scholes Merton Equation which we had previously
used without going into how we get it?
We begin with Ito Calculus and how it differs from
standard calculus. We then show how a portfolio of
shares and derivatives can be riskless(at that point in time
since hedging has to be dynamic) and how the returns from
it must be at the risk free return rate.
That puts our foundations on more sound footing. We'll do a
few more lessons on foundations next before moving on.

Views: 11556
Quant Channel

Quantitative Finance Bootcamp: http://bit.ly/quantitative-finance-python
Find more: www.globalsoftwaresupport.com

Views: 4177
Balazs Holczer

In Chapter 5 I learned how to derive the Black-Scholes equation. All the technical work pays off!

Views: 41835
Nathan Whitehead

A continuation of the Black-Scholes Option Pricing Model with the focus on the put option.
Templates available at:
tinyurl.com/Bracker-StNormTable
tinyurl.com/Bracker-BSOPM
tinyurl.com/Bracker-BSOPMSpread

Views: 33428
Kevin Bracker

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Nattakit Chokwattananuwat

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The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a unique price regardless of the risk of the security and its expected return. The formula led to a boom in options trading and is widely used, although often with adjustments and corrections, by options market participants.
Based on works previously developed by academics and practitioners, such as Louis Bachelier and Ed Thorp among others, Fischer Black and Myron Scholes demonstrated in the late 1960s that a dynamic revision of a portfolio removes the expected return of the security, thus inventing the risk neutral argument. After three years of efforts, the formula was published in 1973 in an article entitled "The Pricing of Options and Corporate Liabilities", in the Journal of Political Economy. Robert C. Merton was the first to publish a paper expanding the mathematical understanding of the options pricing model, and coined the term "Black–Scholes options pricing model". Merton and Scholes received the 1997 Nobel Memorial Prize in Economic Sciences for their work, the committee citing their discovery of the risk neutral dynamic revision as a breakthrough that separates the option from the risk of the underlying security. Although ineligible for the prize because of his death in 1995, Black was mentioned as a contributor by the Swedish Academy.
The key idea behind the model is to hedge the option by buying and selling the underlying asset in in line with its delta and, as a consequence, to eliminate risk. This type of hedging is called "dynamic delta hedging" and is the basis of more complicated hedging strategies such as those engaged in by investment banks and hedge funds.
The model's assumptions have been relaxed and generalized in many directions, leading to a plethora of models that are currently used in derivative pricing and risk management. It is the insights of the model, as exemplified in the Black–Scholes formula, that are frequently used by market participants, as distinguished from the actual prices. These insights include no-arbitrage bounds and risk-neutral pricing. Further, the Black–Scholes equation, a partial differential equation that governs the price of the option, enables pricing using numerical methods when an explicit formula is not possible.
The Black–Scholes formula has only one parameter that cannot be directly observed in the market: the average future volatility of the underlying asset, but this can be backed out from the price of other options.
In this video we learn about the model, the assumptions required for the model and about what goes in to it.
We also learn about Implied volatility and the VIX Index. The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500® Index (SPXSM) call and put options. On a global basis, it is one of the most recognized measures of volatility -- widely reported by financial media and closely followed by a variety of market participants as a daily market indicator.
pricing options using black scholes merton
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Views: 274
Patrick Boyle

New York Institute of Finance instructor Anton Theunissen explains the history, mechanics, and application of the Black-Scholes Model of options pricing. Visit https://www.nyif.com/ to browse career advancing finance courses.

Views: 9436
New York Institute of Finance

@ Members :: This Video would let you know about parameters of Black Scholes Options Pricing Model (BSOPM) like Stock Price , Strike Price , Time to Maturity , Volatility ( Implied Volatility ) and Risk Free Interest Rates.
You are most welcome to connect with us at 91-9899242978 (Handheld) , Skype ~Rahul5327 , Twitter @ Rahulmagan8 , [email protected] , [email protected] or visit our website - www.treasuryconsulting.in

Views: 14363
Foreign Exchange Maverick Thinkers

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Views: 20949
CA PAVAN KARMELE

The world's quickest summary comparison between the two common ways to price an option: Black-Scholes vs. Binomial. For more financial risk videos, visit our website! http://www.bionicturtle.com.

Views: 68124
Bionic Turtle

[xls to go here] David gives a brief tour of a Black Scholes option pricing model. He highlights three of the questions that we get about this famous model. 1. How are dividends exactly treated? 2. Can we interperet N(d1) and N(d2)? 3. Is there any way to get an intuition about how this Black Scholes works short of going all the way back to the differential equation? Discuss this video here in our FRM forum: https://trtl.bz/2W2yxTB

Views: 1244
Bionic Turtle

How to calculate option price using Black and Scholes Model.
Option Pricing Method
Option premium calculating method.

Views: 26161
Rajiv Kalebar

This discussion centers on the development of the Black-Scholes options pricing model, and how it has influenced both the career of Professor Scholes and the world of finance.

Views: 5280
Stanford Graduate School of Business

Pricing Options using Black-Scholes Model, part 1 contain calculation on excel using data from NSE and part 2 explains how to use goal seek function to get implied volatility.

Views: 3424
Excelasy by Nitin Surana

Training on Black Scholes Option Pricing Model for CT 8 Financial Economics by Vamsidhar Ambatipudi

Views: 1774
Vamsidhar Ambatipudi

The Black Scholes model, is a mathematical model of price variation over time of financial instruments like stocks and ETFs that can be used to determine the price of an option.
The Black Scholes Model formula is the first widely accepted model for option pricing. It's used to calculate the theoretical value of options using current stock prices, expected dividends, the option's strike price, expected interest rates, time to expiration and expected volatility.
The Black-Scholes Model was first published in the Journal of Political Economy under the title "The Pricing of Options and Corporate Liabilities" by Fischer Black and Myron Scholes and later expanded upon in "Theory of Rational Option Pricing" by Robert Merton in 1973.
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Views: 1475
Tackle Trading

Join Telegram "CA Mayank Kothari"
https://t.me/joinchat/AAAAAE1xyAre8Jv7G8MAOQ
Video Lectures @ http://www.conferenza.in

Views: 27979
CA Mayank Kothari

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Stephen Blythe
This guest lecture focuses on option price and probability duality.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu

Views: 45034
MIT OpenCourseWare

Although the Black-Scholes option pricing model makes several assumptions, the most important is the first assumption that stock prices follow a lognormal distribution (and that volatility is constant). Specifically, the model assumes that log RETURNS (aka, continuously compounded returns) are normally distributed, such that asset PRICES are lognormally distributed. Discuss this video here in our FRM forum: https://trtl.bz/2HEjoyC

Views: 1579
Bionic Turtle

This video shows how to calculate call and put option prices on excel, based on Black-Scholes Model.

Views: 10948
Mehmet Akgun

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Views: 149
CA PAVAN KARMELE

Views: 9835
yaacov kopeliovich

How to Calculate the Price of a Call Option, the price of a Put Option and Put-Call Parity.
Here's the excel file if you wish to download it:
https://www.dropbox.com/s/a5jcbzy0u5dcvem/2010%20BSOPM%20Update.xlsx?dl=0

Views: 7407
Frank Conway

Basics of Options Pricing http://www.financial-spread-betting.com/ PLEASE LIKE AND SHARE THIS VIDEO SO WE CAN DO MORE! Options pricing can be pretty complicated; you have the Black-Scholes formula, you have those big derivative based equations but as traders we just want to break down into the big fundamentals basics so we can the major components that effects the options price we are trading.
We have 2 components to an options price
1) We have the intrinsic value; intrinsic value is the profit that is built into the option already. So for instance if you have bought a $50 put option (bearish view) and the stock is trading at $40, that option already has $10 worth of value. So the instrinsic value of that is $10.
2) We have the extrinsic value. Extrinsic value (also known as time value or premium) is where the intricacies start. The premium consists of the time to expiry and implied volatility. As time increases so does the extrinsic value as the longer the time to expiry the larger the likelihood of bigger moves. Implied volatility is how volatile people perceive the stock price to be in the future.
What are the options for time-value decay, and how can a trader benefit from it?
The price of an option is the intrinsic value plus time value. For example a 95 call with the asset at 100 and a call price of $6.50 - (5.00 intrinsic) = $1.50 time value. On expiration day, with no time left. The time value will be zero.
But the time value will not decay in linear fashion, there is slope. Most often you will find time decay (theta) will increase rapidly after 18–22 days to expiration.
How does volatility work for an option buyer? Volatility (in annualized percentage form) is one of the variables for the black-schole option price ‘model’. It is used to price options to get an estimate of probability of a range of outcomes at expiration. Volatility measure the magnitude of price changes. Without regard for direction.
Once an option trades and is active and price is put into the BSM model and the Implied volatility is calculated. Implied volatility its the markets expectations of the magnitude of price changes in the future.
How is implied volatility different from historical volatility?
Historical volatility is the standard deviation of price returns of the underlying asset (on which the option is based) has traded IN THE PAST. The number is expressed as an annual percentage number.
Historical volatility tells us about the past. it is the annulled standard deviation of stock returns through the last sale or closing price.
Implied volatility is the volatility (same as historical - standard deviation per annum) is the volatility implied by the price of the option. It is the market's expectation of the volatility of the underlying asset from “today” until the expiration date of the option.
So historical tell us about the past, implied tells us about the future.
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Views: 958
UKspreadbetting

Using Black Scholes formula and Z-table to find probabilities corresponding to d1 and d2.

Views: 6292
Qobil Yunusov

The value of a European call must be equal to a replicating portfolio that has two positions: long a fractional (delta) share of stock plus short a bond (where the bond = strike price). For more financial risk videos, visit our website! http://www.bionicturtle.com

Views: 73840
Bionic Turtle

Option pricing using the Black Scholes Model
Put Call Parity

Views: 15217
IFT

(my xls is here https://trtl.bz/2E8qsmw) N(d1) is the option's delta and N(d2) is the probability that a call option will be exercised; that is, N(d2) is the probability that S(T) will be greater than K. Discuss this video here in the forum: https://trtl.bz/2Vw51kP

Views: 1806
Bionic Turtle

A demonstration of Black and Scholes model for valuing European Call Options with a non-dividend paying stock as an underlying asset. In this episode, we cover N (d1) and N (d2)

Views: 82632
Friendly Finance with Chandra S. Bhatnagar

In this tutorial Tom Starke from AAAQuants shows how to run a Monte-Carlo option pricing calculation with just two lines of Python and explains how this is done. Unlike Black-Scholes, where return distributions are assumed to be normal, in a Monte-Carlo model any return distribution can be used.
Check out more interesting quant topics at http://www.aaaquants.com

Views: 8083
scienceofsmile

Training on The Black Scholes Merton Model by Vamsidhar Ambatipudi

Views: 3287
Vamsidhar Ambatipudi

Share options and option pricing (part 1) - ACCA (AFM) lectures
Free ACCA lectures for the Advanced Financial Management (AFM) Exam
Please go to OpenTuition to download the AFM notes used in this lecture, view all remaining Advanced Financial Management (AFM) lectures, and post questions on the Ask the ACCA AFM Tutor Forums - We do NOT provide support on the youtube comments section.
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OpenTuition

Discuss on InformedTrades: http://www.informedtrades.com/547918-2-black-scholes-assumptions.html
Practice options trading with a free demo account: http://bit.ly/TxCcTf
The video discusses the three key assumptions that are implicit in the Black Scholes options pricing model:
1. Efficient Market Hypothesis (EMH): The idea that markets are efficient, and thus sustained outperformance of them is unlikely
2. Random Walk Hypothesis: This goes hand in hand with EMH, and basically argues that past price performance does not forecast future results.
3. No Risk-less Arbitrage: The idea that there are no risk-free trades in the market, and that markets, being efficient, will quickly "close the gap" on any trades offering a return without any risk.

Views: 5241
InformedTrades

I'm stepwise deriving Black-Scholes (1973) European call option pricing formula using martingale (probabilistic) approach. In the video classical tools such as Ito's lemma, Girsanov theorem so at least basic knowledge of stochastic calculus is essential.

Views: 14450
Marek Kolman

Created by Sal Khan.
Missed the previous lesson? Watch here:
https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/black-scholes/v/introduction-to-the-black-scholes-formula?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets
Finance and capital markets on Khan Academy: Interest is the basis of modern capital markets. Depending on whether you are lending or borrowing, it can be viewed as a return on an asset (lending) or the cost of capital (borrowing). This tutorial gives an introduction to this fundamental concept, including what it means to compound. It also gives a rule of thumb that might make it easy to do some rough interest calculations in your head.
About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content.
For free. For everyone. Forever. #YouCanLearnAnything
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Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy

Views: 171416
Khan Academy

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https://youtu.be/m8BROZ6SC1U
36. EPS IN SHARE
https://youtu.be/5SK-vpcivbk
37. NO SUPPLY NO DEMAND
https://youtu.be/KCvY5eMJdBI
38. STOCK SCRENNER
https://youtu.be/KmahCxev0lA
39. MUTUAL FUND EQUITY
https://youtu.be/CoiETaUgN9g
40. FIBONACCI
https://youtu.be/35uGumsMfKs
41. MOBILE TRADING APPS
https://youtu.be/Pq4PJvwanYI
42. RSI INDICATOR
https://youtu.be/XGOMF8SsspA
43. COMMODITY NEWS
https://youtu.be/fAnQ81nKOjM
44. VOLUME BASED TRADING
https://youtu.be/dqcoP8gGVc4
45. PARABOLICSAR
https://youtu.be/NNNOG9tYZqA
46. CCI INDICATOR
https://youtu.be/-QVtB3W3kWo
47. ADX
https://youtu.be/sBDzuP6XCJY
48. ATR
https://youtu.be/qU_8ng-BPeg
49.STOCHASTIC
https://youtu.be/yIaBTG3Nfo0
50. OPTION INTRODUCTION
https://youtu.be/yIaBTG3Nfo0
51. OPTION BEGINNERS-1
https://youtu.be/NKQPnG5YdLU
52. OPTION BEGINNERS-2
https://youtu.be/zMotqsrZj4I
53. OPTION BUY PUT
https://youtu.be/FKnGf70CulM
54. OPTION CHAIN
https://youtu.be/gBBlxqjbRxg
55. OPEN INTEREST
https://youtu.be/c1MaOdv6zWU
56. OPTION CONTRACT
https://youtu.be/mFThWdFeL0k
57. OPTION APPS
https://youtu.be/v3vFvfBn4wo
58. OPTION GREEKS EG
https://youtu.be/a6wFHxRnS94
59. OPTION DELTA-1
https://youtu.be/w9D0QMwwhC8
60. OPTION DELTA-2
https://youtu.be/r8dHlsS5iTA
60 OPTION GAMMA
https://youtu.be/oX-TqHHDgYU
61. MONEYNESS OPTION
https://youtu.be/5f0A39v4By4
62. OPTION INTINSIC
https://youtu.be/78NZ-COmRoA
63. OPTION THETA
https://youtu.be/dJUNdKDgEmw
64. OPTION VEGA
https://youtu.be/EDAA5netZ_s
65 OPTION RHO
https://youtu.be/Vz2GREnZqHg
66. OPTION CALCULATOR
https://youtu.be/GLlrrvS78fM
67. OPTION NIFTY
https://youtu.be/1jjUaxvVD7A
68. FUTURES TRADING INTRODUCTION
https://youtu.be/EV6k_F8Q_58
69. BETA TRADING
https://youtu.be/4LhVsu8LcI0
70. BLACKSCHOLES FORMULA
https://youtu.be/F7TE0tXc9Mg
71. MARGIN CALCULATOR
https://youtu.be/OO-FYG_78QQ
72. NEW INVESTOR
https://youtu.be/4K6U-wBxMnw
73. TRADING BACK TESTING
https://youtu.be/4K6U-wBxMnw
74. VOLATILITY-1
https://youtu.be/B1t9qNcnIj8
75. TRDER PLAN
https://youtu.be/la3ronS_DqU
76. VOLATILITY-2
https://youtu.be/la3ronS_DqU
77. SHARE MARKET REAL VIEW
https://youtu.be/lz9XfF6v4cw
78. TRADING SIGNAL GENERATED
https://youtu.be/bg-F4nm2T3Q
79. CANDLE BASIC
https://youtu.be/G8GAzpLepOg
80. BEAR CANDLE
https://youtu.be/PLgqI3KZby0
81. MARUBOZU CANDLE
https://youtu.be/PLgqI3KZby0
82. DOJI CANDLE
https://youtu.be/AuuWjJXvo9M

Views: 819
TAMIL SHARE MARKET

Steps to build a functional Black Scholes Options Pricing Model in Python. Link to Python code: https://www.dropbox.com/s/trwdvbc819eix68/BlackScholesDemo?dl=0

Views: 4742
Brian Hyde

© 2019 Intrusion detection exchange architecture

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