| Files Posted by Mark |
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| 27 Jun 2013 |
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Fast Matrixwise Black-Scholes Implied Volatility Calculates Black-Scholes Implied Volatility for Full Surface at High Speed
Author: Mark Whirdy |
blackscholes, impliedvolatility, impvol, finance, quant, quantitative |
32 |
1 |
5.0 |
1 rating
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| 28 May 2013 |
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Merton Jump Diffusion Option Price (Matrixwise) Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface
Author: Mark Whirdy |
merton, options, finance, quant finance, stochastic model, levy model |
18 |
1 |
5.0 |
1 rating
|
| 14 May 2013 |
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Merton Structural Credit Model (Matrixwise Solver) Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
Author: Mark Whirdy |
credit, structural model, structural credit mod..., finance, quantitative finance, merton |
25 |
3 |
5.0 |
1 rating
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| 24 Jun 2013 |
Merton Jump Diffusion Option Price (Matrixwise)
Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface
Author: Mark Whirdy
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Justin Rodrigues
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| 17 May 2013 |
Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
Author: Mark Whirdy
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Jung
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| 16 May 2013 |
Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
Author: Mark Whirdy
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Whirdy, Mark
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| 16 May 2013 |
Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
Author: Mark Whirdy
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Tewolde, Henok
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| 09 May 2013 |
Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
Author: Mark Whirdy
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Jaeho
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| Files Tagged by Mark |
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| 27 Jun 2013 |
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Fast Matrixwise Black-Scholes Implied Volatility Calculates Black-Scholes Implied Volatility for Full Surface at High Speed
Author: Mark Whirdy |
blackscholes, impliedvolatility, impvol, finance, quant, quantitative |
32 |
1 |
5.0 |
1 rating
|
| 28 May 2013 |
|
Merton Jump Diffusion Option Price (Matrixwise) Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface
Author: Mark Whirdy |
merton, options, finance, quant finance, stochastic model, levy model |
18 |
1 |
5.0 |
1 rating
|
| 14 May 2013 |
|
Merton Structural Credit Model (Matrixwise Solver) Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
Author: Mark Whirdy |
credit, structural model, structural credit mod..., finance, quantitative finance, merton |
25 |
3 |
5.0 |
1 rating
|
| 15 Jun 2011 |
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Heston Model Calibration and Simulation Calibrated the Heston Model to market Option prices
Author: Moeti Ncube |
calibration, heston model, option pricing, svm, stochastic volatility, finance |
61 |
12 |
5.0 |
1 rating
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| 09 May 2011 |
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Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques via entropy pooling
Author: Attilio Meucci |
blacklitterman, analysis, finance, monte carlo, change of measure, modeling |
32 |
2 |
5.0 |
1 rating
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| Files Matching Mark's Watch List |
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| 27 Jun 2013 |
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Fast Matrixwise Black-Scholes Implied Volatility Calculates Black-Scholes Implied Volatility for Full Surface at High Speed
Author: Mark Whirdy |
blackscholes, impliedvolatility, impvol, finance, quant, quantitative |
32 |
1 |
5.0 |
1 rating
|
| 28 May 2013 |
|
Merton Jump Diffusion Option Price (Matrixwise) Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface
Author: Mark Whirdy |
merton, options, finance, quant finance, stochastic model, levy model |
18 |
1 |
5.0 |
1 rating
|
| 14 May 2013 |
|
Merton Structural Credit Model (Matrixwise Solver) Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
Author: Mark Whirdy |
credit, structural model, structural credit mod..., finance, quantitative finance, merton |
25 |
3 |
5.0 |
1 rating
|
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