Hellow guys, Welcome to my website, and you are watching How to Value Stock Options with Monte Carlo Simulation in Excel. and this vIdeo is uploaded by Matt Macarty at 2019-09-04T10:33:11-07:00. We are pramote this video only for entertainment and educational perpose only. So, I hop you like our website.
| Name | How to Value Stock Options with Monte Carlo Simulation in Excel |
| Video Uploader | Video From Matt Macarty |
| Upload Date | This Video Uploaded At 04-09-2019 17:33:11 |
| Video Discription | Price Stock Options with Monte Carlo Simulation in Excel* Please SUBSCRIBE: https://www.youtube.com/subscription_center?add_user=mjmacarty Download the spreadsheet model at the link below: https://alphabench.com/data/excel-mcs-stock-option-value.html Walk-through of valuing European style options with Monte Carlo simulation. We build a spreadsheet model that estimates stock ending prices based on a deviation of the Black Scholes Merton pricing model. Ending prices are then used to value either a call or put option with a specific strike price. This tutorial assumes a basic knowledge of stock option contracts. European options can only be exercised at expiration, while American style options can be exercised at any time. This makes American options somewhat more valuable than European options to account for the additional exercise risk. The additional premium is between about 5% and 10% for American options. *The content is for informational purposes only. Investment in option securities can involve the risk of losing any monies invested. This video and other content should not be construed as investment, financial, or other advice. #options #montecarlo #stock |
| Category | Education |
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