Formerly About Advanced Micro Devices Message Board

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Politics : Formerly About Advanced Micro Devices

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To: Petz who wrote (107969)	4/26/2000 6:39:00 PM
From: Dinesh	Read Replies (1) of 1570552

Petz: I think you have a point here. Not that the dynamic nature cannot be addressed by these models, but that the dynamic data is not easily available. Why, I have no clue. Lets pick a stock that's rising at the moment and priced at X dollars. Versus the same stock, on its way down at X dollars. An identical call is priced differently even when the expiration time difference is negligible. The BS model doesn't capture the difference. Either you need to run your own numbers - continually - for volatility or not bother too much with these models. What am I missing here ? Regards Dinesh

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