Could you please show me where it has been written ?
The style has nothing to do with that, but the maturity. American style binaries have a maturity that can be shorter, but the payoff remains the...
American or european style binaries have the same payoff : that is $1, as far as the spot ends up above the strike, no matter how far. Assume...
Vanillas can't be replicated with binaries. On the binary side, the payoff is one as far as the strike is reached, that means if the spot S...
I thought he used to work at Gampire Squid :D
I disagree. Try some dry ice with water. Hence, behind some smokes there is just water.
Okay, nothing behind the smoke. Thx
I'm still waiting for yours... Don't forget you got an option pricing scheme without a model that would match market prices to show us.
Well I don't know, "I think I got intellectual rights on it..." Here it is. That is ATMF, C/S=sqrt(sigma²T/(2*3.14159)) MasterAtWork
The only thing that may be worthwhile until now using TJ's trick, is to show how ATMF call delta is up to 0.5 (ATMF call delta=0.5+0.5C/S, and as...
I can't agree more :p I just wonder how he would include demand and supply in his pricing scheme to match market prices.
Please, show us. I won't do the stuff you claimed was yours
tradingjournals, Martinghoul will show you how binomial model works. I played the game, show you how useless a simple value can be (BTW, how...
1- Both for sure.That's why I posted the derivation of your "patented" trick and show how everybody could. 2- It sounds as if you found no...
http://www.elitetrader.com/vb/showthread.php?s=&threadid=201844&perpage=6&pagenumber=7 You got be kidding me...
1- Because you did it yourself. Remember "So, It did not occur to you that in case of interest you could also use as strike the forward price?"...
My man, I understand that you're angry I posted the derivation what you called a mystery. Sorry Mister Guru. Again, with Donnap's example an...
Course 'it occurs to me'. I derived it for you on page 7 ! If I did, there is no quantitative mystery. So no news here and no guru. So you got...
First of all, would you please answer my own, on page 11 "What is the point ? I may miss something so please forgive me if I'm wrong but :...
What is the point ? I may miss something so please forgive me if I'm wrong but : Would you please tell me what is the value of a 0.5311 delta...
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