Hello everyone, I visit infrequently forum, and I see very partial answers to the questions asked, I want to contribute what I can Who wants...
I wish I was your level, and could contribute to others !
It's all the help of Forum Members ?
Hi timbo , I heve 100% ,96.9% ,I need more strike ? What is the additional strike, so I can make Interpolation ? I understand that I get to...
Hi timbo , Can you give an example in Excel, with a simple algorithm ? Thank you !
Hello Everyone , ATMF strike is =100 i vol 24.3% 100%-10%*sqrt(t) ,t 35 dey to Expiration. strike =96.9% i vol 26.5%. What is the formula...
Hi Doobs , I am asking what those numbers tell me ,I think that these derivatives, something hidden but unique things ,I know that Delta =...
Hello everyone , dual delta=-0.2077 Dual gamma=0.0444 S=100 K=105 VOL=0.23 R=0.01 T=26/365 dual delta and Dual gamma , How are they...
If you can attach only the file of Yang ? thank you !
Hello , Where I can find an example in spreadsheet on Yang-Zhang volatility ? thanks !
If someone has example in excel ,on egarch ?
thanks
Which amount of data (observation) is recommended, in order to receive best results, 4 or 10 years ,other ?
thank you !
Hello ,dd4nyc I didn't understand, how you are a computer where theta peaks and dual theta becomes positive ?
Hello ,dd4nyc I understand that Dual gamma is positive. = Exp(-Rate * Time) * n'(d2) / (Strike * Volatility * Sqrt(Time)) If there is a...
It's possible to receive a short explanation what the intention thanks
dual delta=-0.469
It's possible to receive a short explanation what the intention of dual delta ,delta=0.496 ,dual delta=-469? thanks
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