Community Profile

photo

Mark Whirdy


independent

Active since 2012

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

Statistics

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

View badges

Content Feed

View by

Submitted


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

3 years ago | 6 downloads |

Thumbnail

Submitted


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

8 years ago | 3 downloads |

Thumbnail

Submitted


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

8 years ago | 1 download |

Thumbnail