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9h
awarded  Self-Learner
13h
answered good R package for vectorized option pricing
13h
comment good R package for vectorized option pricing
I updated my question to make it more clear
13h
revised good R package for vectorized option pricing
added 223 characters in body
13h
comment good R package for vectorized option pricing
thank you for your answer, but lapply is actually looping in R, which is slow (at least too slow for me). I am looking for a package that has a compiled loop, ie that provides a native vectorized function.
13h
comment good R package for vectorized option pricing
@Richard getting the price for a bunch of options with one call, or getting the delta for a bunch of options with one call
13h
asked good R package for vectorized option pricing
Feb
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awarded  Yearling
Oct
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awarded  Notable Question
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awarded  Notable Question
Jul
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awarded  Curious
May
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comment What is the main reasons to use Miltersen & Schartz (1998) model for commodity futures options
Note that it is a very widely cited paper, not a crazy model coming from nowhere
May
2
asked What is the main reasons to use Miltersen & Schartz (1998) model for commodity futures options
Apr
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revised How to compare different volatility measures?
otherwise it would be off topic
Apr
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comment What are some different methods for calculating hedge ratios for multiple leg spreads?
Do you mean "hedge ratio"?
Apr
3
comment Why is delta-hedging of ATM options near expiry difficult to do?
Why is this closed? There is a scientific explanation to this question, as the delta of ATM options close to expiry becomes binary.
Apr
3
answered How can I use PCA to determine spread ratios for multiple legs?
Apr
3
comment What are some different methods for calculating hedge ratios for multiple leg spreads?
which "ratios" do you mean?
Apr
3
revised what is the vol in the BS formula?
added 65 characters in body
Apr
3
asked what is the vol in the BS formula?