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White PapersHere are some of Savvysoft's white papers:
A Framework for Understanding Options: Defining Their Payoffs and Risks
An non-technical introduction to options and derivatives, which first discusses what they are, and then uses the concept of payoff diagrams to analyze risks and rewards.
Basic Option Pricing
Presents the mathematics of how to price plain vanilla calls, using very simple formulas which leads to an intuitive undrstanding of how options are priced. The binomial model is derived in detail.
Advanced Option Pricing
Extends the binomial model of the Basic Option Pricing paper to show how easy it is to enhance the model to handle all sorts of extra features, such as puts, American options, options on futures, options on forwards, dividends, portfolios of options, changing strike prices, and more.
Avoiding Software Time Bombs
How to choose the right software to manage a derivatives book.
Buy High and Sell Low
An interesting anomoly in cetain derivatives markets leads to a surprising trading strategy.
Add-Ins That Do More Than Add Value
How to use spreadsheet addins to manage derivatives portfolios.
Clarity in Understanding Electricity Contracts and Their Associated Risks
An introduction to the unique aspects of electricity trading.
The Coming Electricity Meltdown
A prescient note that was eerily accurate at predicting the power trading crisis.
The Top Ten Reasons I Don't Need Derivatives Software
An entertaining list of reasons people don't buy our products.
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