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Old 11-17-2005, 11:19 PM
crazy canuck crazy canuck is offline
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Join Date: Sep 2002
Location: Toronto canada
Posts: 657
Default Re: World Economy v. Poker??? Zero-Sum????

Correct me if 'm wrong, but I think an option has an expected return that equals to the risk free interest rate in the Black-Scholes world, becasue everything has to be discounted. But even if it's true I have no idea if this applies in the real world.

PS: I haven't been drinking when I made the original post, but I've been drinking now. The restaurants have some good wine selection here in Montreal. [img]/images/graemlins/smile.gif[/img]
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