Rank: 180199 based on 0 downloads (last 30 days) and 0 file submitted
photo

Marco

E-mail
Company/University
Columbia University

Personal Profile:

 

Watch this Author's files

 

Comments and Ratings by Marco
Updated File Comments Rating
04 Oct 2013 Fast Matrixwise Black-Scholes Implied Volatility Calculates Black-Scholes Implied Volatility for Full Surface at High Speed Author: Mark Whirdy

I worked with it for a couple of hours and so far so good. Fast and smooth.

Contact us