delta depreciation

Quote from tradingjournals:

1. Now that you mention strikes and not interest rates, why you did not raise your issue as strikes issue, but yet raised an interest rate issue?


2. Furthermore, if it occurred to you, why you did not present it in your derivation ?
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1- Because you did it yourself. Remember "So, It did not occur to you that in case of interest you could also use as strike the forward price?"
My man...

2- I didn't have to. You set a no IR world. Remember ?

Please don't be so angry. There is nothing to win.
 
Quote from MasterAtWork:

... Knowledge has to be shared.....
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Quote from MasterAtWork:


1- Because you did it yourself. Remember "So, It did not occur to you that in case of interest you could also use as strike the forward price?"
My man...

2- I didn't have to. You set a no IR world. Remember ?
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You stated in an earlier post that "knowledge HAS to be shared".

1. Your answers show that either it did not occur to you, or you do not live by your own rule, or both.

2. "I didn't have to" is inconsistent with "knowledge HAS to be shared".
 
Quote from tradingjournals:

You stated in an earlier post that "knowledge HAS to be shared".

1. Your answers show that either it did not occur to you, or you do not live by your own rule, or both.

2. "I didn't have to" is inconsistent with "knowledge HAS to be shared".
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1- Both for sure.That's why I posted the derivation of your "patented" trick and show how everybody could.

2- It sounds as if you found no escape and tried to invert the situation.
Are you for real ? You're angry, don't you?
 
Quote from tradingjournals:
BS Model is just a model. It may or it may not represent reality. Let us then assume that we do not have a model at all, but we have a market that gives us other variables, except price of options which we are somehow not entitled to see.

Could one figure out the prices of options, and if yes could one provide variables and formulas to price the options? We want the prices to be the same as the prices in the market, (we do not see the prices, but we know they are there).

To make things simpler, we assume that carry-related costs are zero.

The clock starts now...I hear the ticks already! :p

:cool:
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This is altogether a very silly question...
 
Quote from Martinghoul:

This is altogether a very silly question...
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I thought your so called "trick" was based on BSM formula? Are you saying your trick came before BSM?
 
Quote from tradingjournals:
why?
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Because you have not specified any assumptions...

For example, if in this hypothetical market of yours all assets are worth either 0 or 42, I have a great method of pricing options on these assets.

The beauty of BSM is that it's well-specified and internally consistent.
 
Quote from Martinghoul:

Because you have not specified any assumptions...

For example, if in this hypothetical market of yours all assets are worth either 0 or 42, I have a great method of pricing options on these assets.
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You are free to make your assumptions.

Quote from Martinghoul:


For example, if in this hypothetical market of yours all assets are worth either 0 or 42, I have a great method of pricing options on these assets.
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Glad to read that . Could you share the details?
 
Quote from saminny:

I thought your so called "trick" was based on BSM formula?
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You are asking good questions!

What/who made you think that? Is the derivations posted by Master?

Quote from saminny:

Are you saying your trick came before BSM?
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Do you mean before as in time of publication, or do you mean something else such as "independent of BSM", "without the need of BSM", etc, etc?
 
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