@skengzy0684
Thank you, best one I've seen hands down
@hansvonwurscht3230
Great video, it all worked out for me!
@mustafaelhassan9471
Hey there, thanks for this, very helpful Can you make a video on making "convexity" function for bonds, would be highly appreciated..
@IntegralDeLinha
Great didactics! Thank you!
@wailnadir3831
thank you
@guillaumerondio9294
Thank you for your video ! I have been, implementing your code and I seem to have noticed that it can encounter a problem for a large number of periods. I am using the example of a Call option with the underlying asset = 100, the strike = 110, the Rfr = 5%, the volatility = 30% and the maturity is 1 year. For a reason I cannot seem to find when I go anywhere higher than 1030 periods there is a type mismatch error. I am using your code to find out the number of periods needed to approach the BS price with a required accuracy. Thank your for your video !
@Mengadmire
amzing
@Wookie_Goldberg
What would be really useful would be to take the market price of the options as the starting point, and then rather than guessing at the vol, we backed out the implied up move based on the market price of the option, the risk-neutral probabilities, and an assumtipn for the down-move
@robertog7362
I made a very similar code but now i want to do it for an american option, how to code it?
@craigbailey2648
I’m new to the BOPM and understand the setup/use for European options. How would you use or adjust your setup for American options?
@King_Apollo24