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Option Pricing Without Black-Scholes: An Intuitive Approach (2/2)

Option Pricing Without Black-Scholes: An Intuitive Approach (2/2)

In the first video on this topic, Abdulla discussed option pricing without using the Black-Scholes model but left a few unanswered questions. In this video, Abdulla will cover those remaining questions relating to the appropriate probability distribution to use, the volatility of the asset, how far away the spot is in relation to the strike, the forward price and the time to expiry.

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