The purpose of this research is to efficiently analyze certain data provided and to see if a useful trend can be observed as a result. This trend can be used to analyze certain probabilities. There are three main pieces of data which are being analyzed in this research: The value for δ of the call and put option, the %B value of the stock, and the amount of time until expiration of the stock option. The %B value is the most important. The purpose of analyzing the data is to see the relationship between the variables and, given certain values, what is the probability the trade makes money.
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- Partial requirement for: M.S., Arizona State University, 2015Note typethesis
- Includes biblioghraphical references (pages 74-75)Note typebibliography
- Field of study: Computer science