楼主: selenaH
3271 7

[学科前沿] Very Accurate Implied Volatility Calculation Model [推广有奖]

  • 0关注
  • 0粉丝

已卖:424份资源

本科生

30%

还不是VIP/贵宾

-

威望
0
论坛币
1086 个
通用积分
0.7200
学术水平
1 点
热心指数
1 点
信用等级
1 点
经验
1016 点
帖子
78
精华
0
在线时间
54 小时
注册时间
2009-4-1
最后登录
2022-11-13

楼主
selenaH 发表于 2010-8-2 23:08:01 |AI写论文

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
Hi AlL, this file is for implied volatility calculation. The yellow area is for user to input parameters.Full source code disclosed.
Also, the precision for implied volatility is very high in this file, even more than FEA software's calculation.
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:Calculation Volatility accurate Implied ulation software yellow source file

ImpliedVol.xls
下载链接: https://bbs.pinggu.org/a-707592.html

112.5 KB

需要: 3 个论坛币  [购买]

已有 1 人评分经验 论坛币 收起 理由
玄霄 + 10 + 3 奖励积极上传好的资料

总评分: 经验 + 10  论坛币 + 3   查看全部评分

沙发
hongxx(未真实交易用户) 发表于 2010-8-10 09:29:16
thank you for sharing

藤椅
Enthuse(未真实交易用户) 发表于 2010-8-11 22:03:13
LZ, did you code it yourself? if so, where did you get the algorithm?

板凳
selenaH(未真实交易用户) 发表于 2010-8-11 22:15:44
3# Enthuse

Yeah, I developed it myself. I previously worked in equity research in banking industry and now i'm working in the quant area in energy industry.

报纸
selenaH(未真实交易用户) 发表于 2010-8-11 22:16:28
btw, the algorithm is all stated in the White and Hull book.

地板
eurwalt(真实交易用户) 发表于 2012-4-18 03:29:09
Cool stuff! Many thanks for sharing your work!

7
caesarbob(未真实交易用户) 发表于 2013-5-7 10:40:42
nice app, thx for sharing

8
baoyuwei(真实交易用户) 发表于 2013-5-7 13:03:00
very useful stuff, thx for sharing!

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jr
拉您进交流群
GMT+8, 2025-12-24 19:06