Comments on: Black & Scholes For Dummies - How To Do It Manually And With Excel http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/ Thu, 28 Aug 2008 23:28:49 +0000 http://wordpress.org/?v=2.2 By: jimmyb http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-10846 jimmyb Sun, 04 May 2008 08:47:23 +0000 http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-10846 wtf you talking about Laydee D? wtf you talking about Laydee D?

]]> By: Laydee D http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-10502 Laydee D Fri, 11 Apr 2008 05:53:43 +0000 http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-10502 This is first time in my life when I don’t know what to say. After reading all comments I’m shocked. What has happened with our society, with our young generation? They are commenting terrible information, their lexis sounds terrible. Is that true, that only words they know is “cool”, “cute” and cussing words? What are they thinking of? It’s better not to think about it, it’s too sad This is first time in my life when I don’t know what to say. After reading all comments I’m shocked. What has happened with our society, with our young generation? They are commenting terrible information, their lexis sounds terrible. Is that true, that only words they know is “cool”, “cute” and cussing words? What are they thinking of? It’s better not to think about it, it’s too sad

]]> By: Option Trading - Israeli Speculator How to Estimate Future Volatility of a Stock Like The Pros at http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-1476 Option Trading - Israeli Speculator How to Estimate Future Volatility of a Stock Like The Pros at Mon, 28 May 2007 19:04:21 +0000 http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-1476 [...] in the long run, it is a good estimate. The estimation of future volatility is essential for the Black and Scholes [...] […] in the long run, it is a good estimate. The estimation of future volatility is essential for the Black and Scholes […]

]]> By: Isreli speculant http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-1298 Isreli speculant Sun, 20 May 2007 15:09:17 +0000 http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-1298 Hey Shay, sorry for not commenting sooner. I'm about to write soon about the volatility smile in more detail. Bear in mind it is also my thesis topic so I have a lot to talk in that respect :) Hey Shay, sorry for not commenting sooner. I’m about to write soon about the volatility smile in more detail. Bear in mind it is also my thesis topic so I have a lot to talk in that respect :)

]]> By: shay http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-1117 shay Tue, 15 May 2007 08:41:20 +0000 http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-1117 Hello Speculator, Can you tell us more about this B&S in context of smile volatility so I'll be able to compare mispriced options near the money. I wuold like to know the diferences relatively (purhapse in per-cent) etween each option price. With best regards Shay Hello Speculator,

Can you tell us more about this B&S in context of smile volatility so I’ll be able to compare mispriced options near the money.

I wuold like to know the diferences relatively (purhapse in per-cent) etween each option price.

With best regards
Shay

]]> By: Black and Scholes - The Greeks Part I at http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-305 Black and Scholes - The Greeks Part I at Thu, 05 Apr 2007 17:26:41 +0000 http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-305 [...] is a continuation of the Black and Scholes post. After we have computed the fair price with the B&S formula, we can compute more parameters [...] […] is a continuation of the Black and Scholes post. After we have computed the fair price with the B&S formula, we can compute more parameters […]

]]> By: Estimating Future Volatility of a Stock Like The Pros » IsraeliSpeculator.com http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-248 Estimating Future Volatility of a Stock Like The Pros » IsraeliSpeculator.com Tue, 03 Apr 2007 10:58:46 +0000 http://israelispeculator.com/blog/black-scholes-for-dummies-how-to-do-it-manually-and-with-excel/#comment-248 [...] Here is the method for estimating future volatility of a stock. Remember though that the method is not perfect, but by the law of averages, in the long run, it is a good estimate. The estimation of future volatility is essential for the Black and Scholes model [...] […] Here is the method for estimating future volatility of a stock. Remember though that the method is not perfect, but by the law of averages, in the long run, it is a good estimate. The estimation of future volatility is essential for the Black and Scholes model […]

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