CloseClose

 Encyclopedia.com -- Online dictionary and encyclopedia of facts, information, and biographies
Close window

Financial Derivatives: Probability that Call Option Will Expire Into Money

Calculation of the probability that call option on the stock will expire into money. We assume that return on the stock follows Geometric Brownian motion (GMB). I recommend: 1. Neil Chriss, Black-Scholes and Beyond 2. John Hull, Options, Futures, and Other Derivatives 3. http://youtube.com/bionicturtledotcom --- If you like this video please subscribe to this channel and vorojtsov newletter at http://www.vorojtsov.net Thank you! ---

Close

For your enjoyment and convenience, YouTube videos are automatically associated with content at Encyclopedia.com. Because videos come directly from YouTube, we cannot endorse their accuracy, content, or quality. However, we hope you find them useful or entertaining while using Encyclopedia.com.

More YouTube videos About these videos

Close window