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Main : Matlab : 


Category: Matlab View Full Details
Download Now!Local vs. Dupire in Excel and Matlab
Submitter: vanna Date: 2006/12/14
Description:
This is link to
This function plot the implied volatility and the local volatility (with different kind of methods) for a set of call price from the real market data with different strikes and maturities.Excel Version

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Downloaded 1893 times  1893  File Size 0 bytes  Supported Platforms Excel Matlab  Home Page http://www.performancetrading.it
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Poster Thread
Anonymous
Posted: 2011/3/23 1:06  Updated: 2011/3/23 1:06
 Local vs. Dupire in Excel and Matlab
Is there a way to calibrate a model for local volatility to price an option using a list of strikes and corresponding Implied volatilities but no information about time except for expiration?

Poster Thread
Anonymous
Posted: 2011/7/8 10:28  Updated: 2011/7/10 12:00
 Local vs. Dupire in Excel and Matlab
This link does not work - would it be possible to get the resource somewhere else?

Poster Thread
Anonymous
Posted: 2011/7/8 10:28  Updated: 2011/7/10 12:00
 Local vs. Dupire in Excel and Matlab
I am interested in getting the resource - may we be in contact thorugh email? ubaldo_72@hotmail.com

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