<t>New Underlying Price = Your Underlying Price + Price Offset(including cost of carry, market situation, ... )Calculate IV from the New Underlying Price, and compare. Give it a shot. When you trade, if the skew of call and put differs significantly, that is the time when you should change price off...

<t>You're using wrong underlying price to calculate implied volatility. Change underlying price, let's say down -1% to + 1% from you're using now. And draw the call side and put side skew. There will be a point that two sides match. That is the correct underlying price you should use. Or, the other ...

What about this one?12,345,678,902,345 = twelve trillion three hundred forty five billion six hundred seventy eight million nine hundred two thousand three hundred forty fiveHave you tried studying math in English? It's quite hellish.

I'm happy with Eclipse + PyDevUse the Eclipse update manager: http://pydev.sourceforge.net/updates/

<r>What about this one?Simple ODBC classes without MFCBy Justin KirbyA collection of simple classes to connect to ODBC capable DBMS and share those connectionsIntroductionI have written a lot of database apps. Most of them have been small, and I soon realized that the CRecordset class was the only c...

<t>Let's say the exchange market's open time is 9:00 am and the close time is 3:00 pm in every trading day.I am wondering how can I view the time decay in the following case.1. from Monday @3:00 pm to next Tuesday @9:00 am2. from Friday close to Monday open when I short theta and my day calculation ...

<t>In a corporate finance book, you can find the term: Required Rate of Return. You can approach the drift from view of required rate of return. A stock is risky. So we require more return than a risk free asset, or we're not going to invest on it.(we're risk aversive) Because the "delta hedging" ca...