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> the way to calculate the price of an Option/Derivative hasn't changed in my understanding for 20/30 years

Not true. Most of the magic happens in estimating the volatility surface, BSM's magic variable. But I've also seen interesting work in expanding the rates components. All this before we get into the drift functions.



While the industry has changed substantially since the GFC, all foundational derivatives models were basically in place back then.


> all foundational derivatives models were basically in place back then

In vanilla equity options, sure. But that’s like saying we solved rockets in WWII. The foundational models were derived by then; everything that followed was refinement, extension and application.




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