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Issued on January 01 1970 par



Other articles
- Basic Strategies -
The straddle
Up ? Down ? Both ? That'is straddle
- Options 101 -
Garman-Klass Volatility
First Close to close, then Highs and lows. Next both with opening price added !
- Basic Strategies -
Option Straddle : Natural Delta Neutral Straddle Strike
Natural Delta Neutral Straddle will profit the same way from an increase as from a decrease in underlying asset value. Which is its strike ?
- Advanced Strategies -
Calendar spread
The calendar spread: a volatility arbitrage
- Pricing Models -
Binomial Model: Let's price with it ! ( The Revenge 2)
Odd or even ? Parity of the number of periods is of a great importance in estimating option value using the binomial model!
- Pricing Models -
Binomial Model : Let's price with it !
A simple way to price an european style option is to use the binomial model on a spreadsheet.