FRM: Black-Scholes versus Binomial

Поділитися
Вставка
  • Опубліковано 25 гру 2024

КОМЕНТАРІ • 31

  • @the11diesel
    @the11diesel 12 років тому +6

    I wanted to let you know that i've watched most of the videos that you've posted and you've inspired me to also become a teacher. thank you, you're doing a lot of people a great service.

  • @biuku
    @biuku 8 років тому +12

    Bionic Turtle is quickly becoming a go-to for me. You guys do a great job.

    • @bionicturtle
      @bionicturtle  8 років тому

      Thank you for watching! We are happy that our video was so helpful!

  • @alaataktokani8884
    @alaataktokani8884 7 років тому +3

    this 5 minutes is better than all the hours I spent listening to same topic during lectures, thank u sir

  • @ingmarsen
    @ingmarsen 4 роки тому

    Exactly what 'Alaa Taktokani ' said , I've learned more in those 5 minutes than months of studying books and lectures. Thanks !

  • @GlobalLeon
    @GlobalLeon 14 років тому +3

    hoping to have a 5.7m showcase for LSM. Thanx for all the phenomenal work!

  • @gabrielgoh4851
    @gabrielgoh4851 8 років тому

    i know nothing about finance but i understand this video! you are a great teacher!

    • @bionicturtle
      @bionicturtle  8 років тому

      Thank you for watching! We are happy to hear that our video was able to help you understand more clearly!

  • @sourpotato1
    @sourpotato1 12 років тому +3

    Concise and informative! Thanks a lot!

  • @cristag.a3457
    @cristag.a3457 4 роки тому

    Thanks so much BT for helping me understand so many topics! :)

  • @mayh2610
    @mayh2610 6 років тому +3

    great video ! one question, the Black-Scholes model was developed to value options under specific conditions including for stocks that pay no dividends, so why dividend yield is one of the six inputs?

    • @bionicturtle
      @bionicturtle  6 років тому +1

      Thank you! You are correct about the original model, but the model is easily EXTENDED to include dividends (by effectively reducing the stock price input; as the option holder forgoes dividends), the mathematical no-arb solution is not profoundly different as dividends can be parsed out as a known cash flow stream (although more complicated methods are available). Thanks,

    • @mayh2610
      @mayh2610 6 років тому +2

      Thank you so much for your reply! Really appreciate it!

    • @bionicturtle
      @bionicturtle  6 років тому

      You're welcome! Happy to help!

  • @yvesprimeau6031
    @yvesprimeau6031 4 роки тому

    Thanks for the big picture help me a lot to understand behind the facade

  • @umangjain9609
    @umangjain9609 8 років тому +2

    Thank You David Sir ..You make finance so easy ... :)

    • @bionicturtle
      @bionicturtle  8 років тому +1

      You're welcome! We are very happy to hear that our videos are so helpful. Thank you so much for watching!

    • @dannytetreault
      @dannytetreault 6 років тому

      😀

  • @ravinfb2
    @ravinfb2 12 років тому +1

    r is interest rate. it is an input because the interest rate should factor into the price of the option.

  • @pmsutube
    @pmsutube 12 років тому +1

    thanks a lot, you are amazingly smart and simple

  • @simfinso858
    @simfinso858 6 років тому

    Thanks Sir for all Your videos

  • @ranoonz
    @ranoonz 16 років тому

    do you have binomial and trinomial?

  • @Jeff-nv8ou
    @Jeff-nv8ou 5 років тому +1

    Best videos

  • @Darkness35-Q
    @Darkness35-Q 7 років тому

    Where can i contact you please ?

    • @bionicturtle
      @bionicturtle  7 років тому

      Hi, I'm on www.bionicturtle.com/forum daily

  • @takestockresearch8929
    @takestockresearch8929 5 років тому +1

    I've watched many videos. No one has clearly illustrated how to construct Binomial tree.

  • @oliverocket8090
    @oliverocket8090 10 років тому

    Black Scholes vs Black Scholes Merton?

  • @OO0000OO
    @OO0000OO 14 років тому

    Why not need to calculate Delta in two steps binomial tree?
    watch?v=YJls_RgTniw

  •  15 років тому

    Nada, haced caso de estas teorias y arruinaos alegremente.

  • @RicardoFurquimita
    @RicardoFurquimita 9 років тому

    Vc é um atoa... perdi meu tempo cara... vai durmir