Tags » Derivatives

European Up & Out Call Option

It’s a great feeling when you can use the simple Black Scholes Framework and use it for pricing simple exotics. In this case I have derived the pricing formula for an European Knock Out Option. 33 more words


The Black-Scholes-Merton model assumes...

that both the risk-free rate and the volatility are known and constant.

Level 2

"Investors Have Completely Lost Faith In Deutsche Bank" A Top 10 Shareholder Admits

The existential fear in Deutsche Bank’s analyst is tangible, as is the implied threat: “don’t do these things, and if Deutsche Bank and its $60 trillion in derivatives blow up, it will be on you… 876 more words

The International Reporter

Animal Crackers In My Soup

Andy Warhol is famous for predicting that in the future everyone will be well….famous for 15 minutes. This should rightly be considered as the pre-eminent definition of the Democratisation Of Celebrity. 2,555 more words


Interested in Global Economics?

Who would have thought that an oil glut could be the trigger for a financial disaster, when all these years we have been worried about “peak oil”? 1,007 more words

World Issues

Remember That German Gold Repatriation? Well, You May Not Have Heard...

Source:  GizaDeathStar.com
Dr. Joseph P. Farrell
February 8, 2016

Mr. B. noticed this one, and passed it along with a passage in it highlighted in bold, along with his own speculations, So I read the article, and responded to him that I basically concurred. 163 more words


Review of Short strangle OI and FII activity.

Nifty50 opened trading this previous week at spot level of 7589.50, hit an high of 7600.45 and started declining till it found support at 7350.30 and ended trading for the week at level of 7489.10. 510 more words