option pricing model
Is there a generic formula that is used to price natural gas and crude oil options?
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Sorry for the delay. Take a look at Black's 1976 option pricing formula.
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I'm pretty sure this was the final version I wrote up for someone a while ago. Double check it against one of the online models to make sure.You should be able to just drop this straight into an...
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EnrgTrader any book/website suggestions for someone learning VB? I know C++ pretty well but would like to learn VB as well.
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Just look on Amazon for the books. They have a huge listing. The ones by Microsoft are a pretty good place to start.For...
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Site with Option Modelswww.global-derivatives.co...strategiesQuant Booksfinmath.com/
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do you want to learn .NET or VBA?If you just need it for modeling purposes, Excel VBA for dummies is a really easy book.If you already know C++, you'll probably master VB in a week.
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Just VBA for modeling. Going to pick up Excel VBA for Dummies this weekend to get my feet wet.
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EnrgTrader, just curious, what do you do for a living - quant, programmer, consultant, trader? Just wondering after you said the following:I'm pretty sure this was the final version I wrote up for...
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I'm a trader. I've been in the industry for over nine years, six of which I've traded power and nat gas around different load/asset combinations. I developed the derivatives and programming knowledge...
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I think this book " The complete Guide to Option Pricing Formulas" by ESPEN GAARDER HAUG might help anyone who is looking to price any options.
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