The American Options Paradox: Seller versus buyer perspective
Walter Ochynski
The American Options Paradox: Seller versus buyer perspective
42:14
Measure matters: How Changing Perspectives Enhances Financial Analysis
Walter Ochynski
Measure matters: How Changing Perspectives Enhances Financial Analysis
22:29
Calibrating the volatility surface modeling process with excel solver and multiple regression
Walter Ochynski
Calibrating the volatility surface modeling process with excel solver and multiple regression
24:40
A probabilistic Approach to Hedging Across Time Scales
Walter Ochynski
A probabilistic Approach to Hedging Across Time Scales
39:20
Valuation of Early-Stage Enterprises with OPM Backsolve Method
Walter Ochynski
Valuation of Early-Stage Enterprises with OPM Backsolve Method
32:48
American Option Pricing with Excel Lambda, Part 2
Walter Ochynski
American Option Pricing with Excel Lambda, Part 2
27:12
Understanding d1 and d2 as z-scores, Validation of dynamic delta hedging with Monte Carlo Simulation
Walter Ochynski
Understanding d1 and d2 as z-scores, Validation of dynamic delta hedging with Monte Carlo Simulation
28:22
video1174623405
Walter Ochynski
video1174623405
28:57
Demystifying N(d1) and N(d2) in the Black Scholes Model
Walter Ochynski
Demystifying N(d1) and N(d2) in the Black Scholes Model
24:15
Testing dynamic Delta Hedging with Monte Carlo simulation in Excel
Walter Ochynski
Testing dynamic Delta Hedging with Monte Carlo simulation in Excel
22:29
video1585056224
Walter Ochynski
video1585056224
22:29
Simpler way to arrive at the Black Scholes option pricing formula and true meaning of Nd1 and Nd2
Walter Ochynski
Simpler way to arrive at the Black Scholes option pricing formula and true meaning of Nd1 and Nd2
19:42