Trading options with Zorro: How to calculate Delta

Gamestudio Links

Zorro Links

Trading Journey
by howardR. 04/28/24 09:55

basik85278
by basik85278. 04/28/24 08:56

Zorro Trader GPT
by TipmyPip. 04/27/24 13:50

M1 Oversampling
by jcl. 04/26/24 11:12

Eigenwerbung
by jcl. 04/26/24 11:08

AUM Magazine

Latest Screens

2 registered members (SBGuy, Quad), 768 guests, and 5 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

Re: Trading options with Zorro: How to calculate Delta [Re: GreenBoat] #466589 06/22/17 10:15 06/22/17 10:15
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	I think they are computed numerically for American options and with Black-Scholes for European options.

Entire Thread
Subject	Posted By	Posted
Trading options with Zorro: How to calculate Delta	GreenBoat	05/18/17 20:24
Re: Trading options with Zorro: How to calculate Delta	jcl	05/19/17 06:50
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	05/19/17 08:33
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	05/19/17 12:40
Re: Trading options with Zorro: How to calculate Delta	jcl	05/19/17 13:04
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	05/19/17 13:50
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/16/17 19:43
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/22/17 08:34
Re: Trading options with Zorro: How to calculate Delta	jcl	06/22/17 10:15
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/27/17 13:21
Re: Trading options with Zorro: How to calculate Delta	jcl	06/28/17 17:16
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/29/17 14:02
Re: Trading options with Zorro: How to calculate Delta	rruuvvii	04/06/20 23:04

Moderated by Petra