Option Pricing PDF

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 1

Option Pricing

What can we learn about modern option pricing techniques? Can they help with
business problems? Real options pricing is a thing and I wonder if data analytics
tools can be brought to bear on the assessment of uncertainty and the "pricing" of
options.

Using financial options as an analogy, we might be able to make business sense out
of the predicted price, the implied volatility and even the option greeks. These could
help inform business decisions with regard to management issues just as they help
to inform options traders trying to mitigate risk.

I wonder if this book will be helpful in that process. But of course I won't know until
after I read it through and see what it has to o!er.

You might also like