Here's the proof that Black-Scholes-Merton (BSM) is WRONG

Discussion in 'Options' started by thecoder, Aug 28, 2020.

  1. destriero

    destriero


    How are you and this coder idiot not the same person? Your posts account for the fall of modern Germany.
     
    #11     Aug 28, 2020
    .sigma likes this.
  2. Atikon

    Atikon

    You're commenting on your own threads now?
     
    #12     Aug 28, 2020
  3. .sigma

    .sigma

    BSM IZ RONG

    DA CODAH IZ RITE
     
    #13     Aug 28, 2020
    BlueWaterSailor likes this.
  4. Cuddles

    Cuddles

    what do we have here...a future Nobel Laureate?
     
    #14     Aug 28, 2020
  5. I've argued for years that almonds are under-priced according to my formula.
    It's a frikkin' market I doubt any of us with our 40-80 lots a month are going to change anything. We are just buyers/sellers at a market. The big boys can do whatever they like I trade on their coat tails
     
    #15     Aug 29, 2020
    BlueWaterSailor and James.DeGori like this.
  6. taowave

    taowave

    #16     Aug 29, 2020
    BlueWaterSailor and .sigma like this.
  7. newwurldmn

    newwurldmn

    you should build an excel spreadsheet to show him and then prove that Microsoft (with Bill gates the vaccinator) aren’t part of the criminal conspiracy promoting The black scholes formula.
     
    #17     Aug 29, 2020
    taowave likes this.
  8. Hookers and blow, of course. The intermediate steps are utterly trivial and therefore left up to the student.

    Better watch out... he's going to make all the money in the world a few minutes after the next session opens, and then you'll be sorry!
     
    #18     Aug 29, 2020
    taowave likes this.
  9. .sigma

    .sigma

    my cousins father cornered the almond market years ago, Easy stat arb bro
     
    #19     Aug 30, 2020
    Windlesham1 and BlueWaterSailor like this.
  10. I'm tellin ya, man - old Karl Marx had something there. I mean, if you feel like your labor is worth $100/hour, and you spend three hours making a nail, then by damn that nail is worth $300. Ain't no way to argue anything that solid, and the gubmint should oughta make everybody pay up!

    Now all we need to do is come up with a way to fiddle that into options pricing, and we're set. We'll give Comrade thecoder appropriate credit, of course - it'll be the BSMKMtc from now on...
     
    #20     Aug 30, 2020
    .sigma, taowave and Windlesham1 like this.