The Various – Daily Stock Recommendation Given by the various analysts and Stock Brokers are : YES Bank Ltd. - Daily stock recommendation 15-03-2010 Source Action Tip Period Target Price (Rs.) Hemen Kapadia Buy, stop loss Rs 249 - 258.00 Steel Authority of India (SAIL) Ltd. - Daily stock recommendation 15-03-2010 Source Action Tip Period … [Read more...]
Binomial Options Pricing Model [Explained]
This model is an options valuation method developed by Cox, et al, in 1979. The binomial option pricing model uses an iterative procedure, allowing for the specification of nodes, or points in time, during the time span between the valuation date and the option's expiration date. The model reduces possibilities of price changes, removes the possibility for arbitrage, … [Read more...]
Black-Scholes Model Explained
The Black Scholes Model is one of the most important concepts in modern financial theory. It was developed in 1973 by Fisher Black, Robert Merton and Myron Scholes and is still widely used today, and regarded as one of the best ways of determining fair prices of options. The Black Scholes Model can be described as a model of price variation over time of financial instruments … [Read more...]
Net volatility
Net volatility is the volatility implied by the price of an option spread trade involving two or more options. In other words, it is the volatility at which the theoretical value of the spread trade matches the price quoted in the market, or, in other words, the implied volatility of the spread. Formula The net volatility for a two-legged spread (with one long leg, and … [Read more...]
Free Stock Tips for 12th March 2010
The Various – Daily Stock Recommendation Given by the various analysts and Stock Brokers are : Reliance Capital Ltd. - Daily stock recommendation 12-03-2010 Source Action Tip Period Target Price (Rs.) Sudarshan Sukhani Buy, stop loss Rs 790 - 850.00 Suzlon Energy Ltd. - Daily stock recommendation 12-03-2010 Source Action Tip Period … [Read more...]