[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Black Scholes
I have not heard of the Caribbean footballer you describe. However, I would bet Joserra is asking about a method for estimating the value of options as devised by Fisher Black (now deceased) & Myron Scholes sometime in the 1970s.
So Joserra, you would be well advised to get a better handle on the Black-Scholes formula & obtain some data. If you have the option prices & terms (strike price, time to maturity, risk-free rate, dividend rate) then you should be able to get an estimate of the stock volatility. This would be the volatility implied by the option price & other known or estimated variables. Once you have gotten your data into Stata & struggled some with the inevitable difficulties, feel free to write again with more detailed --as opposed to open-ended-- questions.
>Joserra Coco wrote:
>> Does anybody know whether there is some command or code for calculating
>> implied volatilities in the Black Scholes model?. Thanks for any info.
>I'm intrigued. Is the 'Black Scholes' model an Afro-Caribbean version of
>Paul Scholes, the former Manchester United and England footballing
>midfielder? If true, I'd very much like to see it (maybe Benetton would be
>If not, then I haven't the faintest idea what you're talking about, and I
>suspect that goes for most of the list, judging by the fact that I'm the
>first to respond to this! You're strongly advised to take a look at the
>as a guide for future reference when posting questions.
>CLIVE NICHOLAS |t: 0(044)7903 397793
>Politics |e: firstname.lastname@example.org
>Newcastle University |http://www.ncl.ac.uk/geps
>Whereever you go and whatever you do, just remember this. No matter how
>many like you, admire you, love you or adore you, the number of people
>turning up to your funeral will be largely determined by local weather
>* For searches and help try:
Eric G. Wruck
2535 Sherwood Road
Columbus, OH 43209
* For searches and help try: