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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

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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    Date Created
    • 2015
    Resource Type
  • Text
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    Note
    • Partial requirement for: M.S., Arizona State University, 2015
      Note type
      thesis
    • Includes biblioghraphical references (pages 74-75)
      Note type
      bibliography
    • Field of study: Computer science

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    by Michael Reeves

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