Topic: visualba Goto Github
Some thing interesting about visualba
Some thing interesting about visualba
visualba,This model estimates the variation over time of financial instruments. It assumes these instruments (such as stocks or futures) will have a lognormal distribution of prices. Using this assumption and factoring in other important variables, the equation derives the price of a call option. In this case, I analyzed last year's IBERDROLA S. I've estimated Call and Put options by changing the free risk rate, stock price (today), strike price (future) and time of maturity.
User: jblanco89
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