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    My contribution to this forum, academic and professional websites

    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 to feel free to add more sites like, enjoy! http://www.cs.utah.edu/~cxiong/ http://booksite.elsevier.com/9780123744487/...
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    SK10

    I wish I was your level, and could contribute to others !
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    SK10

    It's all the help of Forum Members ?
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    SK10

    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 model Vanna-Volga, but with the other points? Thank you !
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    SK10

    Hi timbo , Can you give an example in Excel, with a simple algorithm ? Thank you !
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    SK10

    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 to give me vol ,for strikes 99%,101% ,104% ? Thank you !
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    dual delta and Dual gamma

    Hi Doobs , I am asking what those numbers tell me ,I think that these derivatives, something hidden but unique things ,I know that Delta = 1/StockPrice * ( OptionPrice - Strike * DualDelta ),Which equation has to Dual gamma ? Thank you !
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    dual delta and Dual gamma

    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 helping? How can I educate them? Thank you !
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    Yang-Zhang volatility

    If you can attach only the file of Yang ? thank you !
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    Yang-Zhang volatility

    Hello , Where I can find an example in spreadsheet on Yang-Zhang volatility ? thanks !
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    GARCH ,EGARCH estimated

    If someone has example in excel ,on egarch ?
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    GARCH ,EGARCH estimated

    thanks
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    GARCH ,EGARCH estimated

    Which amount of data (observation) is recommended, in order to receive best results, 4 or 10 years ,other ?
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    Dual Gamma and Dual Theta

    thank you !
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    Dual Gamma and Dual Theta

    Hello ,dd4nyc I didn't understand, how you are a computer where theta peaks and dual theta becomes positive ?
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    Dual Gamma and Dual Theta

    Hello ,dd4nyc I understand that Dual gamma is positive. = Exp(-Rate * Time) * n'(d2) / (Strike * Volatility * Sqrt(Time)) If there is a formula for dual theta ?
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    Dual Gamma and Dual Theta

    It's possible to receive a short explanation what the intention thanks
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    strike sensitivity or dual delta

    thank you !
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    strike sensitivity or dual delta

    dual delta=-0.469
  20. B

    strike sensitivity or dual delta

    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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