Gerhard A. Schroeder

2 Questions 19 Answers 0 Followers

Questions related from Gerhard A. Schroeder

Intervalling - a "still going strong" Theory?

I tried some analysis on S&P vs Apple, Google, IBM as well as Caterpillar, Starbucks and Walmart to see how returns, volatilities and Beta's behave, using lead-times from 1-day up to 1200...

12 August 2016 8,987 2 View

Is the Black-Scholes formula an invalid optionpricing model?

I would like someone to discuss the following hypothesis: The Black-Scholes formula is not a valid optionpricing model. When backtesting S&P stock options using B&S and the real volatility...

14 May 2015 6,106 9 View