I am pricing equity and equity index options, can someone please helpme with how trading days vs calendar days affect pricing. What shouldone logically and theoretically use to compute and account for optiongreeks. Any help will be much appreciated. ThanksSteve

Can someone please help me with some deterministic volatility functions to model and quantify slope and convexity of a volatility curve.RegardsSteve.

Are there any deterministic volatility functions to model and quantify for slope and convexity of a volatility curve. RegardsSteve

<t> i am using an implied volatility surface model to price equity and index options. I am trying to incorporate similar parameters that would have similar effect as skew and kurtosis on the volatility curve. I am not reverse engineering anything from market prices because i am going to be trading i...

<t>I am using an implied volatility surface model to price equity and index options. I am trying to incorporate similar parameters that would have similar effect as skew and kurtosis on the volatility curve. I am not reverse engineering anything from market prices because i am going to be trading in...

<t>I am working on an american style dividend paying equity option pricing model with high moment. I am using binomial approach and edgeworth series price options. I am having problems with the distributions, When I input value for skewness and Kurtosis, i get a weird distribution. Can anyone please...

<t>I am working on an american style dividend paying equity option pricing model with high moment. I am using binomial approach and edgeworth series price options. I am having problems with the distributions, When I input value for skewness and Kurtosis, i get a weird distribution. Can anyone please...

<t>I am working on an american style dividend paying equity option pricing model with high moment. I am using binomial approach and edgeworth series price options. I am having problems with the distributions, When I input value for skewness and Kurtosis, i get a weird distribution. Can anyone please...