Google Answers: equity index pricing model bounded with calendar spread analysis

View Question

Q: equity index pricing model bounded with calendar spread analysis ( No Answer, 0 Comments )

Question

Subject: equity index pricing model bounded with calendar spread analysis
Category: Business and Money > Finance
Asked by: alcibiades-ga
List Price: $100.00

Posted: 07 Feb 2004 15:04 PST
Expires: 08 Mar 2004 15:04 PST
Question ID: 304549

Where can I find an equity-index pricing model that I can use to
analyze a portfolio of options based on only one financial product
(OEX options). I would like to be able to price calendar-spread
volatilities between options that have different maturities and
different strike prices. Vanilla options only. I would also like the
model to have a floating crux to provide straddle and kurtosis (skew)
consistency over large ranges.

Answer

There is no answer at this time.

Comments

There are no comments at this time.

Important Disclaimer: Answers and comments provided on Google Answers are general information, and are not intended to substitute for informed professional medical, psychiatric, psychological, tax, legal, investment, accounting, or other professional advice. Google does not endorse, and expressly disclaims liability for any product, manufacturer, distributor, service or service provider mentioned or any opinion expressed in answers or comments. Please read carefully the Google Answers Terms of Service.

If you feel that you have found inappropriate content, please let us know by emailing us at answers-support@google.com with the question ID listed above. Thank you.

Search Google Answers for

Google Home - Answers FAQ - Terms of Service - Privacy Policy