Discussion Forums

Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Richard Meyer / Citi
26 Sep 2007 11:56AM ET

I would suggest including a "dividend yield" for the period considered so there's a minimum of information required to drive a Black-Scholes model.

Richard.


PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
FPL Program Office / FIX Protocol Ltd.   26 Sep 2007 9:43AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Richard Meyer / Citi   26 Sep 2007 11:56AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Matthew Wolfe / The Options Clearing Corp.   27 Sep 2007 12:18PM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Steve Cook / www.affine.hk   15 Oct 2007 4:21AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Jay De Young / Chicago Mercantile Exchange   15 Oct 2007 12:42PM ET