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Mark Whirdy


independent

Last seen: 10 months 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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  • Knowledgeable Level 3
  • Personal Best Downloads Level 2
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  • 5-Star Galaxy Level 4
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  • Thankful Level 1
  • Knowledgeable Level 2
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Submitted


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

6 years ago | 4 downloads |

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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

11 years ago | 5 downloads |

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Submitted


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

11 years ago | 1 download |

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