Heston Model: Formula, Assumptions, Limitations
The Heston model overcomes the limitation of the volatility smile by employing a stochastic volatility model. Understand how it is used to price options....
Options Trading
A series of tutorials on Options Trading including definitions, Options Pricing Models, Option Greeks, different trading strategies with free downloadable codes and data such as Dispersion trading, Index Arbitrage and more.
Swaption - An Introduction
Explore Swaption and its trading. As a trader or a beginner, this article will provide you with a useful insight into Swaption....
What is Driving People Towards the Derivatives Market?
Get to know Derivatives Market, size, types, widely used type. How Derivatives Market works, its uses & real-world current instances, tips to avoid risks....
The Exotic Options!
Everything that makes Exotic Options great or not is what you learn from this article. Get to know types, pricing and trading in Python, pros & cons of Exotic Options trading....
Black Scholes Model: Formula, Limitations, Python Implementation
Black Scholes Model computes the options price given the Exercise Price, Underlying Stock Price and its Volatility as well as Days to Expiry. We will see the assumptions, formula and Python implementation....
Implied Volatility: What, Why & How!
A step-by-step explanation of what, why and how of implied volatility. In addition to the theory, we also learn how to calculate implied volatility mathematically and also create an IV calculator using python in this article....
Basics Of Options Trading Explained
In this article we will go through the basic concepts in the options trading world along with understanding options and trying out a few options trading strategies as well....
LEAPS Options: All You Need To Know
LEAPS options are option contracts with their expiry date longer than a year. We will understand LEAPS with a few examples as well its application with a few trading strategies as well as its limitations....
Trading Index Options Based On Index Momentum [EPAT PROJECT]
This article is a project work that talks about trading index options and how to set up and study an Index Option trading model based on the Index’s momentum....