Mark Whirdy
independent
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http://www.linkedin.com/pub/mark-whirdy/6/a51/159 Professional Interests: Credit & Equity Quantitative Finance
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DURCHSCHNITTLICHE ANZAHL DER LIKES
10 of your answers have been accepted
Awarded to Mark Whirdy on 15 Feb 2022
Your submissions were downloaded 30 or more times in a month
Awarded to Mark Whirdy on 01 Nov 2019
Publish your first review
Awarded to Mark Whirdy on 09 Oct 2019
Your submissions received 10 five star ratings
Awarded to Mark Whirdy on 09 Oct 2019
Publish your first submission
Awarded to Mark Whirdy on 09 Oct 2019
Accept 1 answer given by other contributors
Awarded to Mark Whirdy on 20 Jul 2017
3 of your answers have been accepted
Awarded to Mark Whirdy on 20 Jul 2017
Provide your first answer ever to someone else's question
Awarded to Mark Whirdy on 20 Jul 2017
Solve a problem for the first time
Awarded to Mark Whirdy on 19 May 2013
Feeds
Gesendet
calcBSImpVol(cp,P,S,K,T,r,q)
Calculates Black-Scholes Implied Volatility for Full Surface at High Speed
etwa 6 Jahre vor | 4 Downloads |
Gesendet
Merton Jump Diffusion Option Price (Matrixwise)
Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface
fast 11 Jahre vor | 5 Downloads |
Gesendet
Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
fast 11 Jahre vor | 1 Download |
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