https://gdpark.blog/tags/call-option/Recent content in Call Option on gdpark.blogHugoenWed, 14 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-01-call-options-put-options/Thu, 01 Sep 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-01-call-options-put-options/A casual dive into call and put options — what they actually mean, why Black–Scholes blew the market wide open, and yes, there’s a dropped-class backstory involved.https://gdpark.blog/posts/financial-engineering-04-binomial-model-one-period/Mon, 03 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-04-binomial-model-one-period/Breaking down the one-period Binomial Model — where stock prices only go up or down — and using that to price a call option with a risk-free portfolio.https://gdpark.blog/posts/derivatives-10-options/Mon, 28 Nov 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-10-options/A casual intro to options — call vs. put, why theoretical prices even matter, and how Black-Scholes blew the whole market wide open.https://gdpark.blog/posts/derivatives-15-binomial-option-pricing-model-basics/Wed, 14 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-15-binomial-option-pricing-model-basics/A copy-paste deep dive into the binomial option pricing model — covering one-period basics, risk-free portfolios, and how to pin down a call option’s theoretical price.