3D position modelling tool

Quote from hlpsg:

Hi dmo,
I looked through the stuff on Hoadley and didn't find a 3D modeller, do you have a direct link where they talk about that feature? Thanks.

Here's what you're looking for: http://www.hoadley.net/options/strategymodel.htm

Also, the Espen Haug book The Complete Guide to Option Pricing Formulas comes with a disk with Excel implementations of all the models he talks about in the book. Some of the sheets include a 3D modelling tool, and you can choose from a very wide variety of things to show. But it's only for one option at a time, not for a position. If you do buy it be sure to get the current version of the book/disk, as the previous disk was much less complete and had at least one bug that I know of.
 
Quote from dmo:

Also, the Espen Haug book The Complete Guide to Option Pricing Formulas comes with a disk with Excel implementations of all the models he talks about in the book. Some of the sheets include a 3D modelling tool, and you can choose from a very wide variety of things to show. But it's only for one option at a time, not for a position. If you do buy it be sure to get the current version of the book/disk, as the previous disk was much less complete and had at least one bug that I know of.

Are you quoting my "models bible" Dmo? :D
( very good example though)
 
Quote from MasterAtWork:

Are you quoting my "models bible" Dmo? :D
( very good example though)

I promise not to use Haug's name in vain...
 
bravo! 1+1=2 on any calculator.

Quote from dmo:

The talk of models reminds me of a time I was in a Tokyo camera store many years ago, shopping for a 35mm camera. I was (and am) a lousy photographer, and somehow imagined that a great camera would change that. Somehow the salesman picked up on that, and every question I asked him about this camera vs that camera - the quality of Nikon lenses vs Pentax lenses etc. - he answered "It's YOUR technique that counts." The guy was relentless - wouldn't answer me about the cameras - just kept repeating "It's YOUR technique that counts."

In retrospect there was great wisdom in what he was saying. For an amateur like me, the difference between a Pentax and a Nikon was meaningless. That was the least of my worries. To shoot good pictures I needed to learn the art of photography, not worry about tiny differences between two great tools - either of which would have been totally adequate.

I can say the same about models. They don't all converge on the same values, but they're all mighty damn close, and the differences won't be meaningful to the majority of traders here. It's not the model that will make or break you - it's YOUR technique that counts!
 
Back
Top