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Feargal Deery

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Trinity College Dublin

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Comments and Ratings by Feargal Deery
Updated File Comments Rating
24 Apr 2013 Fast Matrixwise Black-Scholes Implied Volatility Calculates Black-Scholes Implied Volatility for Full Surface at High Speed Author: Mark Whirdy

simple and clean, this code dramatically speeds up calculating option implied vols. Especially useful for large surfaces. Thanks

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