Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Technology Stocks : Altaba Inc. (formerly Yahoo) -- Ignore unavailable to you. Want to Upgrade?

To: Mama Bear who wrote (5218)	12/29/1997 9:23:00 PM
From: fut_trade	Read Replies (1) \| Respond to of 27307

Barb, regarding post 5215, do you know how options fit in with the wash sale rule, say if one bought and sold both stock and options. Thanks.

To: Mama Bear who wrote (5218)	12/29/1997 11:16:00 PM
From: Rational	Read Replies (1) \| Respond to of 27307

<< You just need a little better understanding of Black Scholes.>> FYI: I have authored a generalized option pricing model that applies even in economies in which Black-Scholes model is invalid (e.g., when all assets are risky) and have written many papers for the prestigious Journal of Finance. As an invited speaker (with honorarium), I presented this model at the Chicago Board of Trade [a senior VP from Nations Bank had discussed this paper with high marks] and at a prestigious finance conference (Western Finance Association). By the way, Bob Merton (one of the nobel prize winners) is a good friend of mine [to the extent that I have driven him in my car] and has cited my research in his and likes my option pricing model because it solves something that was unsolved. I have been teaching options and futures courses at graduate, MBA and undergraduate levels. I do not know how much you know about option pricing models, but your remark made me laugh and laugh. I was hesitent to inform you about my background [because this is not germane to the SI talk], but thought you may find it intriguing given your suggestion!! Good luck to your investment! Sankar