One big happy family

Option Pricing Models

risk20-0707-40-gif

When I worked at one of the dealer banks in the early 1990s, I was assigned the task of reviewing the various option pricing models that were in use there and reporting on the appropriateness of the models to senior management. The reporting turned out to be the hard part: since 'trust me' was not going to do it, I needed to find a way to show a non-technical audience how I drew my conclusions about appropriateness. I realised that, since everyone understood Black-Scholes at one level or another

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here