Does anyone know where I can find data on forthcoming UK stock splits online?Thanks,N

Thinking about this it seems that you could take an iterative approach by trying a few deltas until you get convergence... Hmmmm.... I wonder if this would work and / or if there is a closed form solution...?

<t>Hi,I have been working on putting together fx vol surfaces with the data that I have and have a problem which seems like a bit of a 'loop' but that it think can be solved. I will try to define it carefully below, first by explaining what I am currently doing and then by explaining where I need to...

Any thoughts?

<t>Thank you very much amit7ul. You have been very helpful.A couple of questions on your reply if I may...I assume that v = implied vol and that t = time to expiry. Is this the case?you say that x=-1 for call..... I assume therefore that it is 1 for a put?By fwd you mean the forward price of the und...

If I know the spot price, Rf, carry, expiry, delta and the implied vol of an option, what is the quickest way to back out the option's strike price?Thanks,N

<t>Thank you for your responses.Please allow me to clarify my question, I feel that I may not have made it sufficiently explicit.In order to calculate the vol for a given delta would one simply interpolate between the butterfly and risk reversal points given and then use the interpolated values in t...

I did some searching before posting. If you would be so kind as to reference them I would be grateful.

<t>Hi,I am trying to make an FX vol surface.I have the following data at discrete intervals for a range of tenors.Spot priceForward prices (swap rates)ATM implied vol25 delta and 10 delta butterfly vol (given as the spread above / below spot)25 delta and 10 delta risk reversal vol (given as the spre...

Thank you for your reply. I am aware that we need to do it on the variance but my question relates to how we calibrate an entire surface from the ATM and the 25d and 10d risk reversals and strangles. Any suggestions very welcome.Thank you

OK, I emailed it to you as per the PM.

And at what frequency?

Which assets do you need it for?

Neither, I'm a Londoner of Italian and Scottish blood who lives in NYC. That is why I speak poor Russian.

Если все мы говорим на нашем собственном языке не будет никакого заказа.