Learning Derivatives

chinnu · May 7th, 2003, 2:06 pm

Hi all, I have started a new site for learning Derivatives. I would like to collect as much information as possible and put some pricing model implementations there. I started that site recently so there is nothing there as of yet. Any one who would like to learn or contribute can check the site. www.dilipchakravarthy.com/dilip . If you want to help me learn correctly by guiding me please email me at dilip_movva@hotmail.comThank youChinnu

greghm · May 9th, 2003, 6:26 am

HelloInteresting project since it could attract young entrants in this fieldOn the bond yield calculator, you could add a parameter: Day count convention i.e. Bonds can be quoted on ACT/ACT, 30/360, ACT/365 ,etc.....In the BS Option page, you can add a basic pricer which is very easy and also the d1 and d2 formula.....Following developments could be around - FX Option pricing (beware of currency bought or sold, add the possibility to price in % of the strike- add greeks

sparky3223 · May 9th, 2003, 4:16 pm

I can contribute information on binomial trees.... For the BS equation, you might want to explain what the symbols mean. C= price of call, etc. P=price of put, and the 5 input parameters....

chinnu · May 9th, 2003, 6:22 pm

Thanks for replying. Actually I will be implementing the BS model this week end. It's that I am so busy with my current job that I didn't find time to update the site.sparky3223, Can you suggest any online resource where I can find information about "Binomial trees" . I will read that and let you knwo if I have any questions.ByeByechinnu

Heteroskedasticity · May 13th, 2003, 5:02 pm

Check this one out:http://davidmlane.com/hyperstat/A2301.htmlAlso this onehttp://www.haas.berkeley.edu/finance/WP/rpf262-REV.pdfHetro - The Evil Devil