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Strategies & Market Trends
Black and Scholes Options Evaluation

An SI Board Since November 1996

Posts	SubjectMarks	Bans
44	1	0

Emcee: Uri Miller	Type: Unmoderated

Introduction Compact

Can someone please give a clear and simple explanation of the Black and Scholes formula? (If you can, please include the formula). Thank you.

Go to reply# or date (mm/dd/yy):

Reply	Message Preview	From	Recs	Posted
44	You're one up on me... explain please. I am interested!	Annie	-	8/29/1997
43	I am well versed in option math and would like to discuss the complex spreads s	Everard Taylor	-	4/7/1997
42	O.K, how about 10 minutes.	Uri Miller	-	3/5/1997
41	Uri, sorry...I've never been able to present a report in less than 10-15 mi	Annie	-	3/5/1997
40	I need to present my report in a period of about five minutes, any ideas of how	Uri Miller	-	3/4/1997
39	I beleive I used that option pricer for the report. Refer to the last few pages	Uri Miller	-	1/30/1997
38	intrepid.com The problem with the link may also have been robert(one) vs robert(	Max G. Blaise Jr.	-	1/30/1997
37	Uri, Your first calculations should be Today - Yesterday. Now take the SD of t	Harold Lanier	-	1/29/1997
36	Do you mean that i should have taken the change in stock price from each day an	Uri Miller	-	1/29/1997
35	Uri, What a report! Hope this was a school project or something. Gamma is chan	Harold Lanier	-	1/29/1997
34	It does not work. Why anyway do you include the asterisk forcing us to type or	kajtek	-	1/28/1997
33	h*tp://www.intrepid.com/~robert1/option-pricer1.html	RBane	-	1/28/1997
32	Uri, I'm glad you said that and not me. I'll use the computer version	William H Huebl	-	1/28/1997
31	Here is the report. Read it over and tell me what you think. Some of the formua	Uri Miller	-	1/28/1997
30	Uri, I have misplaced my copy of John Murphies book on TA... I believe it is i	William H Huebl	-	1/26/1997
29	This is the message I get: Sorry The resource requested /~robert1/option-pric	Uri Miller	-	1/26/1997
28	Substitute a "t" for the "*".	RBane	-	1/26/1997
27	Sorry, I cannot find that site. What is the *?	Uri Miller	-	1/25/1997
26	Uri, Go to the following site and the equation will be solved for you. If	RBane	-	1/25/1997
25	I have finished the report and may post it here soon. It comes out to some 10 o	Uri Miller	-	1/20/1997
24	Richard, Historical Vol is calculated from historical price information. The f	Harold Lanier	-	1/15/1997
23	For trading index options, like the OEX, is there an easy source of historical	Richard J. Byrd	-	1/14/1997
22	The density function for the Std Normal distribution goes like this: (1/sqrt(2	JohnV	-	1/8/1997
21	Uri, LN is Natural Log which is Log to the base e. Using Historical Volatili	Harold Lanier	-	1/6/1997
20	Uri, To work out the formula backwards you could set it up on a spreadsheet l	Jason Ghionis	-	12/23/1996

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