Posts Tagged ‘Motion’
May 27, 2013 | 
Author
tastytrade explains how the Black-Scholes model assumes that underlyings move according to a geometric brownian motion. Other option pricing approaches use discrete approximations to geometric…
http://www.kanjoh.com. disclaimer – none of these videos is meant to be personalized financial advice.
Posted in Derivatives | 
Tags: Advanced, Brownian, Derivatives, Geometric, Motion, Option, Trading | 
28 Comments »