Mark Whirdy
Followers: 0 Following: 0
http://www.linkedin.com/pub/mark-whirdy/6/a51/159 Professional Interests: Credit & Equity Quantitative Finance
Statistics
RANK
977
of 300,392
REPUTATION
80
CONTRIBUTIONS
11 Questions
36 Answers
ANSWER ACCEPTANCE
81.82%
VOTES RECEIVED
22
RANK
2,651 of 20,934
REPUTATION
643
AVERAGE RATING
4.80
CONTRIBUTIONS
3 Files
DOWNLOADS
4
ALL TIME DOWNLOADS
5732
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Feeds
Submitted
calcBSImpVol(cp,P,S,K,T,r,q)
Calculates Black-Scholes Implied Volatility for Full Surface at High Speed
7 years ago | 2 downloads |
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 |
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 |
