| Links to to Use with Implied Volatility Calculators from Jerry Marlow |
||
| You may find the following links useful in your work with implied-volatility calculators: | ||
 |
User manual | |
|
Sample data used in examples in user manual | |
|
Latest Federal Reserve H.15 update of risk-free interest rates: (Right click to save to disk.) http//www.federalreserve.gov/releases/h15/Update/h15upd.txt |
|
|
Historical Federal Reserve H.15 updates of risk-free interest rates: (Scroll down page to find the as-of date for which you are looking.) http://www.federalreserve.gov/Releases/H15/default.htm |
|
|
CBOE option-chain price quotes (delayed data) http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx |
|
|
Dividends on underlyings (Click Dividends. Enter trading symbol of underlying.) http://www.cboe.com/... |
|
|
Historical stock and index prices http://finance.yahoo.com |
|
|
Explanations of Black-Scholes-Merton; Cox, Ross, Rubinstein; Equal Probabilities and General Additive models: How to Value Stock Options in Divorce Proceedings |
|
|
Black-Scholes Option Pricing Theory Made Easy— The Movie | |
|
Book and simulator from amazon.com Option Pricing: Black-Scholes Made Easy | |
Telephone consultation or tutorial for $2/minute with Jerry Marlow, creator of implied-volatility calculators, Option Pricing: Black-Scholes Made Easy and Option-Market Sim Call (917) 817-8659. Jerry Marlow will explore your thinking and questions with you for a fee of $2 per minute. No minimum. No maximum. To pay for the consultation, charge it to your credit card via PayPal. Click the Pay Now button. On the PayPal screen, type the number of minutes that we talked into the quantity field. Jerry Marlow, MBA
|
||
