Re: Black Scholes
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Posted by Mark on September 06, 2003 at 11:09:07:
In Reply to: Black Scholes posted by Lang Tu on September 05, 2003 at 21:59:44:
: Hi Mark,
: I trade a high number of warrants. For that I need to analyze their prices versus the common shares as well as the theoritical prices as calculated by the Black-Scholes option formula. The Black-Scholes formula needs historical prices from both common shares and warrant as well as risk-free rates and volatility. I just wonder if FM would have a way to do that automatically. If not, do you plan to include that in future versions? And finally if not, could you advise on any software that is doing this calculation automatically when we upgrade prices on the Net?
: Many thanks for your support
: Lang Tu
: (A currently happy subscriber to FM!) Hi Lang, I'm not familiar with Black-Scholes, but from your description it doesn't
sound like something Fund Manager could do automatically now. I'm not
aware of any other program that does this. Do you know of a short overview
of the Black-Sholes calculation? I could take a look. Thanks,
Mark
--
Mark Beiley
Fund Manager, portfolio management software for Windows 95/98/ME/NT/00/XP
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