Employee Stock Option Valuations
Brief overview on the methodology on how employee stock options are valued. This valuation methodology is accepted by US GAAP and IFRS.
Tools for the Finance and Web3
Utilizing my knowledge to create tools that can be further expanded upon.
American Options Pricing with a Binomial Tree
The binomial option pricing model is a very flexible tool for valuing options. This model was first introduced in 1979 by Cox, Ross, and Rubinstein in their paper called "Option Pricing: A Simplified Approach".
Option Pricing with the Black-Scholes-Merton Model
The Black-Scholes-Merton Model is considered a benchmark for option pricing in which it provides a closed-form solution in a simplistic method yet still realistic setting. The orign of the formula is derived from the basis of two different argruments, Black and Scholes (1973) and Merton (1973). If you would like to dive deeper, feel free to check the papers out.