BSM Model Assumptions
A brief explanation of how BSM falls short in its assumptions.
Hey! I'm Tashfeen Omran, I'm currently completing my A.A at Valencia College and I'll soon be transferring to complete my bachelor's in Statistics.
When I'm not in one of my rabbit holes, I'll most likely be learning something new. I like to read classic literature and I also love playing poker and aquatic sports. I'm an avid enjoyer of the outside world and I also love cooking. I'm prettysure I cook the best Mediterranean dishes!
It should also be obvious that I read a lot about all the different aspects of derivatives (exo and vanilla)/vol pricing and hedging. My interests in the field are vast and I can't say I like one asset class/product more than the other, but I'm mostly focused on volatility.
I will be upadting this site with all my notes.
A brief explanation of how BSM falls short in its assumptions.
An introduction to something that might be of interest
A non-technical introduction to exotic options.
Another non-technical introduction.