photo

Mark Whirdy


independent

Last seen: 12개월 전 2012년부터 활동

Followers: 0   Following: 0

메시지

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

통계학

All
  • Knowledgeable Level 3
  • Personal Best Downloads Level 2
  • First Review
  • 5-Star Galaxy Level 4
  • First Submission
  • Thankful Level 1
  • Knowledgeable Level 2
  • First Answer
  • Solver

배지 보기

Feeds

보기 기준

제출됨


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

6년 초과 전 | 다운로드 수: 1 |

Thumbnail

제출됨


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

대략 11년 전 | 다운로드 수: 1 |

Thumbnail

제출됨


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

대략 11년 전 | 다운로드 수: 1 |

Thumbnail