Black Scholes Model No Div Yld
by theorangedog on Jan.07, 2008, under Skills
I have added a fully functional Models page to the foquant.com website. This page will be updated frequently with new financial models as I standardize and generalize existing ones, and create others. To kick things off, I have posted the first model, Black Scholes Model No Div Yld, which is a standard BSM Model used on an underlying that does not pay a dividend. Of course, variations of this model will be uploaded, including those that accept a dividend-paying underlying. Expansions will be uploaded as well, such as one that will calculate the greeks.
Whenever a new model is uploaded, I will create a post with its name and a brief description, and will add that post to the Models category in addition to the Models page.
Leave a Reply
-
Welcome to theorangedog.net.
This site is my dashboard for links and information on topics related to Skills (Finance), Spirits (Whisky & Beer), and Speed (Races & Training).
-
.
Check these guys out!
January 7th, 2008 on 10:35 pm
[...] up on my prior post, I have uploaded another model to the Models page of [...]