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by Psychedelia
April 2nd, 2007, 8:55 pm
Forum: Student Forum
Topic: Wondering about Black Scholes Call PnL
Replies: 0
Views: 75106

Wondering about Black Scholes Call PnL

<t>Hello everybody,pricing European options with Black's model works fine when I do so in a spreadsheet. I get reasonable PnLs for the options when applied to monthly data (monthly prices in a 10 year timeseries). Now, if I try to price in-the-money call options on a stock with the regular Black Sch...
by Psychedelia
November 30th, 2006, 2:48 pm
Forum: Student Forum
Topic: !!!Time Series Analysis Help Seeked!!!
Replies: 9
Views: 91595

!!!Time Series Analysis Help Seeked!!!

Thanks to everyone for trying to help! @Pete: That's a great page, indeed! Thanks a lot!
by Psychedelia
November 24th, 2006, 3:49 pm
Forum: Student Forum
Topic: !!!Time Series Analysis Help Seeked!!!
Replies: 9
Views: 91595

!!!Time Series Analysis Help Seeked!!!

<t>Thank you for your answers! The first two books might definitely be something for me. Hamilton is too advanced (at least for now). I would like to get a deeper understanding for time series analysis and yes I also have to complete an exam. Often, I am afraid, it is simply my rather weak mathemati...
by Psychedelia
November 23rd, 2006, 9:52 pm
Forum: Student Forum
Topic: !!!Time Series Analysis Help Seeked!!!
Replies: 9
Views: 91595

!!!Time Series Analysis Help Seeked!!!

<r>Hello everyone,is anyone out there willing to help me with Time Series Analysis? I am looking for some online tutoring on an absolute beginner's level of time series analysis!I am grateful for any help. Even if somebody had a reading suggestion or something like "Time series for dummies" that wou...