Saturday, 2 May 2015

窝轮计算器

斯克尔斯期权定价模型(Black Scholes Option Pricing Model,简称B-S)

https://docs.google.com/spreadsheets/d/1UOShX5Kvb3makk5rJvIwBc3rDpk2BuTtZ3vUxixXWGg/edit#gid=330980489

视频:

https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/Black-Scholes/v/introduction-to-the-black-scholes-formula

此视频解释了隐身波幅volatility上升,option价格上升/隐身波幅下降,option价格下降的函数关系。

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