Gentlemen (that includes women), Only recently, following posts on this forum, have I started to look at the depth-of-market. Despite the...
There was zero response from the Options forum on this. I'll try here. Which is the standard model to determine implieds on Bund options?...
Which is the the standard model to determine implieds on Bund options? Being US-style exercise, Black or Black-Scholes are inappropriate....
Which US indexes (indices?) have the greatest daily volume? Rough figures would also be appreciated. Are they European- or US-style?...
To calculate implied volatility I have a macro on an Excel sheet whose origins lie in Lotus from many years ago. It was imported from Lotus to...
ORCA has been mentioned in this forum. Despite a Google search I can't find anything. Can someone provide a web address? Thank you. Grant.
Like myself, I suspect most Forum users have tried numerous data feeds/quote vendors. All have strengths and weaknesses re options markets...
Which site(s) provide the most extensive daily coverage and analysis of the financial markets - equities, bonds, fx, derivatives? Thank you....
Assume an index is composed of two stocks, A & B. Prices, weightings are: A at 100, 75% B at 50, 25% Therefore, the current value of the...
Perhaps someone would clarify a query re the Cost of Carry calculation (and correct my calculation if necessary). I need to determine the...
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