Serving the Quantitative Finance Community

Search found 2 matches

by kades82
November 22nd, 2012, 9:42 pm
Forum: Careers Forum
Topic: Source Capital AG
Replies: 13
Views: 55068

Source Capital AG

I do, used to work with them. Usually happy to share details.
by kades82
January 26th, 2008, 9:28 pm
Forum: Trading Forum
Topic: convention for volatility in equity option market
Replies: 4
Views: 61400

convention for volatility in equity option market

bloomberg lists 10, 50, 100 and 200 days historical volatilities.what you put into B-S is another story too...each ticker with listed options, of which - each maturity, call and put, and strikes may have different volas. Hence the volatility surface(s).