The tag has no wiki summary.

learn more… | top users | synonyms

3
votes
2answers
193 views

Black-Scholes and Fundamentals

So basically $dS_t=\mu S_tdt+\sigma S_tdWt$ and $\mu=r-\frac12\sigma^2$ I have just been thinking about this later equation. This is very interesting because it ties together risk-free ...
0
votes
2answers
69 views

Intangible assets as underlying for Futures contracts

How is it possible for a Futures contract to have an intangible underlying? For example, to my knowledge, there exist Futures that have interest rates as their underlying, come delivery date, how is ...
2
votes
0answers
156 views

Can a higher P/E ratio be beneficial under certain circumstances? [closed]

I am new to investing. I understand that the P/E ratio along with other data can be used to determine whether a stock may or may not be undervalued. Are there situations where a HIGH P/E is actually ...
5
votes
2answers
509 views

Free/cheap source of structured historical quarterly filings?

What is a good place to acquire cheap/free historical quarterly filings data for US Companies? Specifically, I'm interested in the consolidated financial statements. The data should be well-structured ...
3
votes
1answer
429 views

Few questions on Binomial-Lattice Option Valuation

I have just started applying Binomial-Lattice, however I am yet to fully understand few things. My questions are: What is the concept of working backward (left side) from the values in terminal ...