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Issued on January 01 1970



Other articles
- Pricing Models -
Black & Scholes : Delta ∆
Option Delta ∆ is the first derivative of an option price with respect to the spot in the Black & Scholes model.
- Hedging -
Gamma hedging : example
An example of gamma hedging.
- Currency Options Trading Strategies -
Forex Options Strategy - EUR / USD - OTM Butterfly Spread DEC11 ( 6th Update)
A bumpy way on EUR / USD leads our adjusted Butterfly spread options on the profit side.
- Relationships Between Option Sensitivities -
At The Money Forward Relationships 4
Time, volatility and ATMF option value
- Options 101 -
Actualization: a basic principle #2
Continuously compounded rates are what is to be used in derivatives pricing.
- Pricing Models -
Binomial Model : simplest option pricing model
The binomial model is the simplest way to price an option.