The Greeks in Quantitative Analysis

Paul Wilmott on Quantitative Finance, Chapter 7, The Greeks http://www.youtube.com/watch?v=MoBoKlY7qEs

Black Scholes (Greeks) Applications http://www.youtube.com/watch?v=eLiqgCtJZVU

Black-Scholes versus Binomial http://www.youtube.com/watch?v=oTFHBKtDLw0

American Vs. European Options http://www.investopedia.com/articles/optioninvestor/08/american-european-options.asp

 

HV and IV: Historical (realized) Volatility and Implied (forcasted) Volatility Implied Volatility Explained https://www.youtube.com/watch?v=El5umkAR19Y

 

meet the greeks: delta, gamma, theta, vega http://www.optionsplaybook.com/options-introduction/option-greeks/

 

Delta

Delta “As an […]