Mark Whirdy

Last seen: 5 Monate vor | Aktiv seit 2012

Followers: 0 Following: 0

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http://www.linkedin.com/pub/mark-whirdy/6/a51/159 Professional Interests: Credit & Equity Quantitative Finance

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Gesendet

calcBSImpVol(cp,P,S,K,T,r,q)
Calculates Black-Scholes Implied Volatility for Full Surface at High Speed

etwa 8 Jahre vor | 2 Downloads |

4.3 / 5

Gesendet

Merton Jump Diffusion Option Price (Matrixwise)
Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface

fast 13 Jahre vor | 1 Download |

5.0 / 5

Gesendet

Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery

fast 13 Jahre vor | 1 Download |

5.0 / 5