Correct. Not correct. It should be $0.1 instead of $0.
Ok, I just tried the interesting looking formula in that link. The code snippet below is C/C++: const double ln_St = exp(-q * t) * (log(S) +...
Btw, nobody is forcing you to use this new FairPUT over the normal PUT. ...not yet, but who knows in a year... :-)
@VolSkewTrader, it is just you who doesn't want to understand the set goal to give both CALL and FairPUT the same payout. As said: FairPUT has...
Because this is nor a PUT but a FairPUT. For FairPUT spot 80 corresponds to +0.743812 SD at the other side from the strike, meaning a spot of 125....
@VolSkewTrader, this all is of no help. Just imagine this simple basic coin toss game applied to options or stocks: I bet it will go up 1SD, you...
A continuation of the above example: Now let's say the options expire at spot 80: CALL : Payout=0.000000 Profit=-11.923538(-100.00%) PUT...
lognormal is used for pricing the options (ie. calculating the premium), and normaldist is used for FairPUT computations. This is the correct...
Btw, FairPUT works fine with all valid parameters for CALL and PUT, like different strikes than spot, risk-free-rate (the drift), also negative...
@VolSkewTrader, you are talking BS, just stop and play somewhere else instead of disturbing this thread!
Example demonstrating the differrence between PUT and FairPUT, and also the fact that FairPUT is the exact mirror image of CALL: S=100.00...
The PUTs are all mispriced as they don't give the same payout like a CALL with same params and premium. Logic would expect that the payout should...
The invention is about a new type of PUT, trademarked by me as "FairPut". This FairPUT costs the same as a regular CALL (all params equal), but...
But it very well is about "current options" :-)
Ok, said registrations are done now. Phew, was much paperwork c-rap :-)
Ah, what? Are you sure you mean me? :-) Man, I haven't even started yet and you already talk of some mysterious "next updates" :-)
Yes, both :-) Ie. not using real market data.
I think HRMY could make it :-)
I want to create a realistic looking stock exchange simulation with say 100 tickers. Can people give me some tips on how these stocks should best...
It has risen further and has closed at 77.20 :-) IMO, since the company has many backings also from many governments, I think it will reach also...
Separate names with a comma.