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Mark Whirdy


Last seen: 13 days ago |  Active since 2012

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

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MATLAB Answers

11 Questions
36 Answers

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11 Questions
36 Answers

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81.82%

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22

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4.80

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3 Files

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3

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of 169,752

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0 Problems
3 Solutions

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1

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  • Knowledgeable Level 3
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calcBSImpVol(cp,P,S,K,T,r,q)
Calculates Black-Scholes Implied Volatility for Full Surface at High Speed

8 years ago | 1 download |

4.3 / 5
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Submitted


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

12 years ago | 1 download |

5.0 / 5
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Submitted


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

12 years ago | 1 download |

5.0 / 5
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