Capital Asset Pricing Model (CAPM) demonstrates how to calculate the Cost of Equity for an underlying asset using Pine Script. This script will only work on the monthly timeframe. While you can change the default inputs, you should study what CAPM is and how this works before doing so. This indicator pulls various types of data from SPY from various timeframes...
Asay (1982) Margined Futures Option Pricing Model is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". This version is to price Options on Futures where premium is fully margined. This...
Garman and Kohlhagen (1983) for Currency Options is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". This version of BSMOPM is to price Currency Options. The options sensitivities...
![GOOG: Capital Asset Pricing Model (CAPM) [Loxx]](https://s3.tradingview.com/m/MSkGC7BR_mid.png "Capital Asset Pricing Model (CAPM) [Loxx]")
![WMT: Asay (1982) Margined Futures Option Pricing Model [Loxx]](https://s3.tradingview.com/w/W362GSmU_mid.png "Asay (1982) Margined Futures Option Pricing Model [Loxx]")
![WMT: Garman and Kohlhagen (1983) for Currency Options [Loxx]](https://s3.tradingview.com/4/43KUMLqw_mid.png "Garman and Kohlhagen (1983) for Currency Options [Loxx]")