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Introduction to the Black-Scholes formula | Finance & Capital Markets | Khan Academy
 
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Created by Sal Khan. Watch the next lesson: https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/black-scholes/v/implied-volatility?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/interest-rate-swaps-tut/v/interest-rate-swap-2?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 Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1 Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy
Views: 380549 Khan Academy
Black-Scholes Option Pricing Model -- Intro and Call Example
 
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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: 220246 Kevin Bracker
Black Scholes: A Simple Explanation
 
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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: 130497 InformedTrades
Options Pricing & The Greeks
 
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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. ================== Listen to our #1 rated investing podcast on iTunes: http://optionalpha.com/podcast ================== Download your free copy of the "The Ultimate Options Strategy Guide" including the top 18 strategies we use each month to generate consistent income: http://optionalpha.com/ebook ================== Grab your free "7-Step Entry Checklist" PDF download today. Our step-by-step guide of the top things you need to check before making your next option trade: http://optionalpha.com/7steps ================== Have more questions? We've put together more than 114+ Questions and detailed Answers taken from our community over the last 8 years into 1 huge "Answer Vault". Download your copy here: http://optionalpha.com/answers ================== Just getting started or new to options trading? You'll love our free membership with hours of video training and courses. Grab your spot here: http://optionalpha.com/free-membership ================== Register for one of our 5-star reviewed webinars where we take you through actionable trading strategies and real-time examples: http://optionalpha.com/webinars ================== - Kirk & The Option Alpha Team
Views: 136159 Option Alpha
FRM: Using Excel to calculate Black-Scholes-Merton option price
 
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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: 146903 Bionic Turtle
19. Black-Scholes Formula, Risk-neutral Valuation
 
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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: 67849 MIT OpenCourseWare
Black Scholes Options Pricing Model (BSOPM)
 
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@ 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
Black-Scholes Model of Option Pricing Explained - NY Institute of Finance
 
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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.
Implied volatility | Finance & Capital Markets | Khan Academy
 
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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 Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1 Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy
Views: 160726 Khan Academy
Black-Scholes Option Pricing Model Spreadsheet
 
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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: 33745 Kevin Bracker
20. Option Price and Probability Duality
 
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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: 37550 MIT OpenCourseWare
Black Scholes Option Pricing Model
 
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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: 1724 WolvesAndFinance
BLACK SCHOLES MODEL (BSM PART II) COMPLETE LECTURE CA FINAL BY CA PAVAN KARMELE (Q.56 PM)
 
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FOR PEN DRIVE CLASSES CONTACT NO. 9977223599, 9977213599 E-MAIL- [email protected]
Views: 11324 CA PAVAN KARMELE
FRM: Black-Scholes versus Binomial
 
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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: 64300 Bionic Turtle
Black-Scholes Formula - Option Pricing with Monte-Carlo Simulation in Python
 
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Quantitative Finance Bootcamp: http://bit.ly/quantitative-finance-python Find more: www.globalsoftwaresupport.com
Views: 1775 Balazs Holczer
12. Delta and Options Pricing
 
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New to options? Check out our options introduction course: http://www.informedtrades.com/f115/ Practice trading options with a free options trading demo account: http://bit.ly/apextrader VIDEO NOTES This is the 12th in an ongoing series on Basic Options. In this video, we will look closer at Delta In the last video, I mentioned that the Delta is the rate of change in an option's value when there is a change in the price of the underlying stock. More formally, it is the rate of change in an option's value with respect to changes in price of the underlying stock. This is a little bit of an over simplification, but a simple way of thinking of it is- when the price of the stock changes one dollar, the Delta is the percent of $1 that the option will change in value. For instance, if a Call Option has a delta of 0.6, and the stock increases $1 in value, then the Option will increase 60 cents in value. If a Call Option has a Delta of 0.4, and the stock increases $1 in value, then the option will increase 40 cents in value. If a Put Option has a Delta of -0.3, and the stock decreases $1 in value, then the Put Option will increase 30 cents in value. If a Put Option has a Delta of -0.7, and the stock decreases $1 in value, then the Put Option will increase 70 cents in value. I also mentioned in the last video, that the Delta is the Hedge ratio. Let's look at an example. Let's say that a trader has 300 shares of stock, and he is worried that the price of the stock may drop. Therefore, the trader buys 5 Put Options that have a delta of -0.6. At this point, he is Delta Hedged. In other words, if the price of the stock drops $1, his 300 shares of stock drop a total of $300 in value. However, the Delta of -0.6 means that, for each $1 drop in the price of the stock, each Put Option Contract increases 60% of $100 or $60. The trader owns 5 Puts, so his stock decreased in value $300, but his Put Options increased $300 total. In other words, the option contracts increased in value the exact same amount that the stock decreased in value, so the trader was hedged against loss. If you remember from my last video, once the price of the stock does change, the Delta changes as well. As a stock goes up and down in value, the Delta increases and decreases. This means that once the stock price moves, a once hedged position is no longer completely hedged. To maintain a hedge, the ratio of option contracts to shares of stock must be readjusted by increasing or decreasing the amount of shares of stock or option contracts so that the hedge ratio is once again balanced. Delta Hedging was one of the keys to the Black Scholes formula. The theory was that if one could theoretically continue to keep readjusting the ratio of option contracts to shares of stock on a continuous basis, then one could be constantly hedged and theoretically remove all risk of loss. Therefore, if that is true, then a bunch of theories must apply, or one can place offsetting trades and make more money than one can make on a risk free investment such as a US Government Bond without risk of loss. Delta Hedging must be adjusted for more than just the changes in the price of the stock as the Delta also changes when there is a change in volatility, Interest Rates, or the time left until the option expires. Trading a hedged position is called Delta Neutral trading, and will be the subject of a later video. An option's Delta is derived using probability. I mentioned in the first video that one can create a probability or odds curve of what the future value of the stock will be. For a Call Option, the Delta is derived from the a probability distribution of what the future value of the stock will be, multiplied by the probability that the stock will be above the option strike price. Put another way- If and only if the Option expires in the money, the Delta is a probability distribution of how far into the money the option will be. So that a bit more on an option's Delta. In the next video, we will compare buying a call option to selling a put option. I hope you enjoyed this video. Thanks for watching. Cheers Tek
Views: 12236 InformedTrades
2015 - FRM : The Black-Scholes-Merton Model Part I (of 2)
 
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FinTree website link: http://www.fintreeindia.com This series of videos discusses the following key points: 1) Lognormal property of stock prices, the distribution of rates of return, and the calculation of expected return. 2) Realized return and historical volatility of a stock. 3) Assumptions underlying the Black- Scholes -Merton option pricing model. 4) Value of a European option using the Black- Scholes -Merton model on a non-dividend-paying stock. 5) Complications involving the valuation of warrants. 6) Implied volatilities and describe how to compute implied volatilities from market prices of options using the Black- Scholes -Merton model. 7) How dividends affect the early decision for American call and put options. 8) Value of a European option using the Black- Scholes -Merton model on a dividend-paying stock. 9) Use of Black's Approximation in calculating the value of an American call option on a dividend-paying stock. FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level I Classes in Pune (India).
Views: 25183 FinTree
Black Scholes Pricing Model
 
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Financial Mathematics 3.4 - Black Scholes PDE solution giving pricing on Options
Views: 38684 profbillbyrne
Black Scholes Model - All in 1 Question from Derivatives |
 
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Join Telegram "CA Mayank Kothari" https://t.me/joinchat/AAAAAE1xyAre8Jv7G8MAOQ Video Lectures @ http://www.conferenza.in
Views: 21370 CA Mayank Kothari
Black and Scholes Model Call Option
 
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How to calculate option price using Black and Scholes Model. Option Pricing Method Option premium calculating method.
Views: 21397 Rajiv Kalebar
Black Scholes Option Pricing Model and Ito Calculus: The Concepts Behind the Equation
 
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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: 9511 Quant Channel
Options Pricing: Black Scholes Model part 1
 
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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.
Black-Scholes Option Pricing Model Put
 
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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: 31010 Kevin Bracker
Black Scholes Option Pricing Model
 
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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: 5330 Frank Conway
Option Pricing with Dividend Adjustment - Pat Obi
 
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Introduction to Derivatives lecture at Purdue University Northwest. Sorry, poor audio but good enough for learning :-)
Views: 3996 Pat Obi
Black-Scholes Model on Excel for Option Pricing
 
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This video shows how to calculate call and put option prices on excel, based on Black-Scholes Model.
Views: 7479 Mehmet Akgun
Basics of Options Pricing: How are Options Priced? ✅
 
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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. Complete Options Trading Course Check the rest of the videos on our Options Trading videos playlist at https://www.youtube.com/watch?v=43bk2a6CPr8&list=PLnSelbHUB6GQJHlFjss97-zlhYi_ndq9K
Views: 556 UKspreadbetting
#FRM: Options Valuation using Binomial and Black-Scholes Models on 28th April, 2013
 
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A tutorial on options valuation to boost your FRM and CFA Level 1 preparation by EduPristine. EduPristine is one of the largest exam prep providers for finance certifications like CFA, FRM and PRM. Pristine offers certificate programs in finance like financial modeling in Excel.
Views: 6066 EduPristine
FRM: Intuition behind the Black-Scholes-Merton
 
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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: 72738 Bionic Turtle
CA Final SFM - Option Valuation - Part IV - Black & Scholes Model
 
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Buy Revamp - https://sfmguru.in/revamp-ca-final-sfm-revision-book/ Revise the entire SFM in a day Subscribe to Channel for more videos: https://www.youtube.com/channel/UCiPzkqrzDsoq-pLrloT7Fcw/featured 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/ #OptionValuation , #Finance , #CAFinal , #FinancialLearning , #CAFinalSFM , #StrategicFinancialManagement , #SFM ,
Views: 595 Nikhil Jobanputra
GFM36 - The intuition behind the Black-Scholes option pricing formula.
 
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This clip is part of Professor Campbell Harvey's MBA introductory course on Global Financial Management
Views: 6197 Campbell Harvey
Black-Scholes Option Pricing App Demo
 
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Explains how to use a freely available stock option calculation app for iOS devices.
Views: 217 Joe Pimbley
NISM ED - Option Pricing Models
 
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This video explains about the 2 option pricing models used in the derivatives market
Views: 3285 MODELEXAM
A Conversation with Myron Scholes
 
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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.
Black Scholes Option Pricing Model
 
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Training on Black Scholes Option Pricing Model for CT 8 Financial Economics by Vamsidhar Ambatipudi
Assumptions of the Black Scholes Model
 
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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: 4822 InformedTrades
How to Calculate Option Black Scholes, Greek Theoretical Price for Nifty and Bank Nifty
 
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How to Calculate Option Theoretical Price for Nifty and Bank Nifty #howtocalculateoptiontheoreticalprice #blackschoolprice #optiongreeks #blackscholes #blackandscholes
E 2 Black-Scholes Option Pricing Model
 
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Solving for the value of a call using the Black-Scholes Option Pricing Model (BSOPM) in Excel and in the TIBAII+
Views: 421 Dr. Lynn Kugele
Black Scholes Model and Put Call Parity
 
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Option pricing using the Black Scholes Model Put Call Parity
Views: 14398 IFT
Black and Scholes Model 1: Finding N (d1) and N (d2)
 
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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)
17. Options Markets
 
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Financial Markets (2011) (ECON 252) After introducing the core terms and main ideas of options in the beginning of the lecture, Professor Shiller emphasizes two purposes of options, a theoretical and a behavioral purpose. Subsequently, he provides a graphical representation for the value of a call and a put option, and, in this context, addresses the put-call parity for European options. Within the framework of the Binomial Asset Pricing model, he derives the value of a call-option from the no-arbitrage-principle, and, as a continuous-time analogue to this formula, he presents the Black-Scholes Option Pricing formula. He contrasts implied volatility, as represented by the VIX index of the Chicago Board Options Exchange, which uses a different formula in the spirit of Black-Scholes, with the actual S&P Composite volatility from 1986 until 2010. Professor Shiller concludes the lecture with some thoughts about options on single-family homes that he launched with his colleagues of the Chicago Mercantile Exchange in 2006. 00:00 - Chapter 1. Examples of Options Markets and Core Terms 07:11 - Chapter 2. Purposes of Option Contracts 17:11 - Chapter 3. Quoted Prices of Options and the Role of Derivatives Markets 24:54 - Chapter 4. Call and Put Options and the Put-Call Parity 34:56 - Chapter 5. Boundaries on the Price of a Call Option 39:07 - Chapter 6. Pricing Options with the Binomial Asset Pricing Model 51:02 - Chapter 7. The Black-Scholes Option Pricing Formula 55:49 - Chapter 8. Implied Volatility - The VIX Index in Comparison to Actual Market Volatility 01:09:33 - Chapter 9. The Potential for Options in the Housing Market Complete course materials are available at the Yale Online website: online.yale.edu This course was recorded in Spring 2011.
Views: 117502 YaleCourses
Calculating CEO stock option value (using Black-Scholes option pricing model)
 
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This video shows how to calculate the value of CEO stock options using Black-Scholes option pricing model. You can download the code from www.phdinfinance.org
Views: 522 Ph.D. in Finance
black scholes formula explained
 
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https://zerodha.com/open-account?c=ZT1591 share market all videos given 1.INTRADAY PART-1 https://youtu.be/7mA9gCcOOFs 2.INTRADAY PART-2 https://youtu.be/0c8ZmxAkBLk 3.INTRADAY PART-3 https://youtu.be/Iqv5OgBiacY 4.INTRADAY PART-4 https://youtu.be/60jrp8uJD4Y 5.INTRADAY PART-5 https://youtu.be/xl5t0ONuhOM 6.INTRADAY PART-6 https://youtu.be/DtAZQei9MJM 7.SUPER TREND https://youtu.be/mR3pAcGeuGQ 8.FLAG PATTERN PART-1 https://youtu.be/J9jqS6K34sQ 9.FLAG PATTERN PART-2 https://youtu.be/tWyCPosLJZ8 10.MOVING AVERAGE https://youtu.be/oPD8oDVIUDU 11. INTRADAY VOLATILITY https://youtu.be/ijoO3s35LAk 12. ORDER TYPE https://youtu.be/FO5CpDJW1_I 13. PIVOT POINT https://youtu.be/zZUKDs_IejE 14.INTRODUCTION OF COMMODITY https://youtu.be/ZtfJKeJ7Gug 15.CRUDEOIL BEGINNING https://youtu.be/6dtW_oFsULE 16. CRUDEOIL TREND LINE https://youtu.be/qiIG5OlGBIA 17. CHANNEL PATTERN https://youtu.be/JdBifcV6aLY 18.ACCENDING TRIANGLE https://youtu.be/fsaJWa670zo 19.WEDGE PATTERN COMMODITY https://youtu.be/k-G181Tw0GU 20. HEAD SHOULDER PATTERN https://youtu.be/Z-Jxwlb17jc 21. COMMODITY TECHNICAL ANALYSIS https://youtu.be/9NSayWFg-FI 22. COMMODITY OFFER BID https://youtu.be/AxHI9IUgoHU 23. CRUDEOIL SUPPLY DEMAND https://youtu.be/dCpfA0xQdc8 24. CRUDE IOL INVENTORY https://youtu.be/FVX8dXGbZpE 25. COMMODITY MONTH CONTRACT https://youtu.be/GbWV6shRXEQ 26. CRUDE OIL RISK MANAGEMENT https://youtu.be/R5uw-yEsQys 27. TRADING SOFTWARE https://youtu.be/Y2lVL6la9j8 28. TRADING DEMO ACCOUNT https://youtu.be/BcXoB362AEg 29. RESULT CALENDER https://youtu.be/rcD-FSD86cY 30. OHLC https://youtu.be/Cptru7wgabs 31. TRADER VS INVESTOR https://youtu.be/IOehiqIZP-k 32. BOOK VALUE https://youtu.be/pxtKwQfVYxc 33. PE RATIO https://youtu.be/wdAOKal6PMk 33. BETA https://youtu.be/2WXVvdeEbO4 34. INVESTOR https://youtu.be/CKwYRhPTnuE 35. RECENT NEWS 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: 430 TAMIL SHARE MARKET
Black-Scholes Model for Call Options (Preview) - FULL video at MBAbullshit.com
 
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Watch FULL video at http://www.MBAbullshit.com
Views: 3324 MBAbullshitDotCom
Exam MFE/IFM MUST KNOW | Black-Scholes Option Pricing Derivation (Part #1)
 
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Here is part 1 of 3 of the derivation I used to prove the price of a call option under the assumption that stock prices are lognormally distributed. I hope you find this straightforward and I encourage you to fill in the few details I did not prove.
Views: 1748 Mancinelli's Math Lab
Intro Black Scholes Option Pricing Basics - Call Options Example
 
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We look at what a Put and Call Option are before Pricing them using Black Scholes with Excel in later videos.
Views: 1078 Quant Channel
Sensibull Option Trade Calculator and Analyser
 
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Quick Tutorial on how to use the Sensibull Options Analyser to analyze your options trades. This calculator uses Black Scholes and Black 76 models to calculate option prices https://trade.sensibull.com/optionscalculator
Views: 13774 Be Sensibull
Black Scholes Model in Python
 
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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: 4051 Brian Hyde
FN452 Deriving the Black-Scholes-Merton Equation
 
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2/2016 Thammasat University, 5702640250 Jun Meckhayai 5702640540 Nattakit Chokwattananuwat 5702640722 Pakhuwn Angkahiran 5702640870 Pearadet Mukyangkoon 5702640987 Piseak Pattarabodee
Option calculator||How to calculate options price | ऑप्सन का प्राइस कैसे कैलकुलेट करें
 
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In this video i described you to calculate the Nifty(Index)/stock options(call/put) price by using Black-Scholes Option Price Calculator.It is useful to calculate the price of options to get correct buying and selling price of stok/nifty options by using their spot values.The link of the use website to calculate option price is hereinbelow: http://vindeep.com/Derivatives/OptionPriceCalc.aspx Visit:http://gyanbadhaiye.com
Views: 7445 GYAN BADHAIYE

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