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Before 2007, LIBOR was commonly used for risk-free rate. It was a good proxy because it was quite close to the OIS rates. Since 2007, the LIBOR–OIS spread has spiked and became unstable. Therefore, LIBOR is no longer a good proxy for discounting. Nowadays, Banks usually use OIS for modelling. Read the wikipedia article on OIS-LIBOR spread. John Hull has a ...


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Well, this seems to be a popular account of these concepts but on a very high level the connection is the following: The Ricci flow "is a process that deforms the metric of a Riemannian manifold in a way formally analogous to the diffusion of heat, smoothing out irregularities in the metric." [Wikipedia] Now the Black-Scholes equation is mathematically ...


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The biggest problem you face is that prices can be updated over time and I do not think, to the best of my knowledge that Yahoo, will do that for you. I would recommend a premium data source such as https://www.quandl.com/browse?filterBy=Premium&idx=database-browser_stock-data_united-states_stock-prices-end-of-day-current-and-historical as ...


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I don't have perfect solution for above problem, I but can help you out with the alternative. As far as my information you can't download the data country wise. I was also looking for the same. You should have all the symbols first in place. I have prepared a small code which loop through the all available symbols and get historical data from Yahoo. library(...



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