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Jul
3
asked Derivatives with a floating Libor leg
Apr
30
awarded  Student
Apr
30
comment Real time stock volatility
no, I'm playing around with parellel GPU programming. Looking for a something worthwhile to do. Calculating realtime option smiles might be better but I want to concentrate more on the architecture first... I'm open to publishing the code once I got it complete, so is it of any interest to anyone?
Apr
28
asked Real time stock volatility