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  1. Model free Implied Correlation and Implied Moments

    Cool! Glad to help. Thanks for posting the link to the paper.
    Post by: JGB, Jan 25, 2010 in forum: Options

  2. Model free Implied Correlation and Implied Moments

    Take a look at Chapters 11 and 12 of: "Option Pricing Models and Volatility Using Excel-VBA" by ROUAH and VAINBERG ISBN: 978-0-471-79464-6...
    Post by: JGB, Jan 25, 2010 in forum: Options

  3. E*Trade's A Total Wreck: Really A Mortgage Company That Happens to Own A Brokerage

    Shinnick appears to be DAZED by Blogging. Be sure to read through the comments section. Too much ego in this article. SeekingAlpha needs to...
    Post by: JGB, Feb 19, 2008 in forum: Stocks

  4. Aglorithm / Pseudeo-Code to calculate Greeks / IV

    Take a look at: Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) By Rouah and Vainberg ISBN-10: 0471794643 There's a...
    Post by: JGB, Feb 9, 2008 in forum: Automated Trading

  5. Data Seeking - Question

    Take a look at the Yahoo & Google Quotes Downloader, http://www.amichel.com/ydownloader/ to access daily data. It has some nice features,...
    Post by: JGB, Jan 7, 2008 in forum: Data Sets and Feeds
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