Solving Black Scholes 1

There's a part 2 and 3

[@tulipbaba]

have you made any money doing all this work?.. i mean in the market

[@BernieBrooks]

Short answer: No. The model shown does not take transaction costs into account. And it assumes continual hedging. The technique can work for institutional or large scale investors who have small transaction costs and can trade very quickly and very often. That's not possible for me as an individual investor unless I find a huge mispricing in a stock.

[@Wildkard]

love the work but man people need to start pronouncing "Scholes" properly, its pronounced "skulls", like school or scholar.

[@BernieBrooks]

Black Skulls sounds way more metal than the way I was pronouncing it.

[@Wildkard]

@@BernieBrooks yeah but its how its supose to be pronounced. This is not harry poter where u cant say voldermort