Bullbear Buffett

Keep INVESTING Simple and Safe (KISS)***** Investment Philosophy, Strategy and various Valuation Methods***** Warren Buffett: Rule No. 1 - Never lose money. Rule No. 2 - Never forget Rule No. 1.

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Showing posts with label implied volatility. Show all posts
Showing posts with label implied volatility. Show all posts
Tuesday, 15 September 2015

Warrants: Option Pricing Model

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An example:
Saturday, 12 September 2015

Warrants: Historical Volatility

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Historical volatility reflects the historical price of a stock within a given period of time. If Stock A is trading at $10 with a volatili...

Warrants: Implied Volatility and Warrant Price

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Apart from the underlying price , the most important factor that affects the price of a warrant is implied volatility. It is the expected ...
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