Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/28/2005(UTC) Posts: 41 Location: London
|
Hey Guys,
Is it possible to user the MDK to add improvements to OptionScope? Probably need to ask the Dev Team about this...
Cheers,
SteveD.
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users Joined: 4/28/2005(UTC) Posts: 41 Location: London
|
It has been well known for awhile now (quite a few years) that the Black-Scholes Option Pricing model is no good for pricing American style options.
American style options can be excercised at ANY TIME up until the expiry. European style options can only be excercised on the day of expiration.
Can functionality be added to OptionScope that allows the user to select which method is used to calculate the value of an option contract? It should be on a per option basis.
Look forward to your comments.
Thanks,
SteveD.
|
|
|
|
Users browsing this topic |
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.