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seen Jul 2 '12 at 15:08

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Feb
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Feb
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Oct
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awarded  Popular Question
Aug
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awarded  Notable Question
Jul
2
accepted Calculate historical (ATM) option prices with public data
Jul
2
comment Calculate historical (ATM) option prices with public data
Stutzer's paper indeed has everything you need. It just takes a bit of time to put things together.
Jul
1
comment Calculate historical (ATM) option prices with public data
I was hoping to get an example or some (R,C,Excel) code to do it. It is the first time I try it so I don't understand all the variables yet.
Jul
1
asked Calculate historical (ATM) option prices with public data
Feb
8
awarded  Yearling
Aug
15
awarded  Popular Question
Jun
20
comment Monthly data for popular indices (constituents).
Hi again Thomas, I want to try to download daily data now. Have you tried to do that automagically for long periods?
Jun
20
comment data on historical stock price of bankrupt companies
The company might still be around even after bankruptcy but you need to know the ticker to get the data from yahoo. For lehman brothers it would be LEHMQ finance.yahoo.com/q/bc?s=LEHMQ.PK
Jun
20
comment How stressful is work of quants?
i.e. how long is a piece of string? :D ... It depends on the country, boss, team, company, salary, market, weather, etc. It would be interesting to see people commenting on their particular situation but I doubt they will be willing to give too much information.
Jun
8
awarded  Commentator
Jun
8
comment Monthly data for popular indices (constituents).
Thanks a lot Thomas! Unfortunately, I saw the answer a little bit late. I spent the whole afternoon yesterday doing that. The good thing is that I can confirm that it works! ... now, if I could only find an easy way to do the same but with daily data...
Jun
4
comment Monthly data for popular indices (constituents).
It would be nice to point out that you are the one selling the data. It is part of what I am looking for, but I still want the prices and other indices.
Jun
4
comment Monthly data for popular indices (constituents).
You can do it for the current components, sure. But what websites are you going to visit if you want to extract the info for the 1990's?
Jun
3
accepted Monthly data for popular indices (constituents).
May
31
answered S&P 500 list of stocks since 1960