346 reputation
17
bio website optionmetrics.com
location New York, United States
age
visits member for 1 year, 11 months
seen May 13 at 20:47

Aug
14
comment VSTOXX Implied Volatility Calculation
Matt, is this the GL96?
Aug
14
asked VSTOXX Implied Volatility Calculation
Jul
26
revised What data sources are available online?
Added Spanish Exchange
Jul
15
revised corporate action data
added 238 characters in body
Jul
15
answered corporate action data
Jun
27
accepted Different Exercise Style Options on Same Underlying
Jun
27
accepted Zero Curve Calculation for AUD, CAD (post LIBOR scandal)
Jun
26
revised Zero Curve Calculation for AUD, CAD (post LIBOR scandal)
edited title
Jun
26
asked Zero Curve Calculation for AUD, CAD (post LIBOR scandal)
Jun
21
revised Difference between google finance and yahoo finance?
added 452 characters in body
Jun
21
answered Difference between google finance and yahoo finance?
May
24
asked Different Exercise Style Options on Same Underlying
Apr
26
comment Implied dividend estimation
I see... It is an interesting research point. I may need to experiment with the data though.
Apr
26
answered How to synchronize put and call option-data?
Apr
26
comment How to synchronize put and call option-data?
In reality you won't have exact match between call and put. You could send this question to support@optionmetrics.com and they would look why there is no corresponding put to a certain call contract.
Apr
26
revised Implied dividend estimation
added 12 characters in body
Apr
26
answered Implied dividend estimation
Jan
23
awarded  Scholar
Jan
23
accepted Value options when the currency’s risk free rate is negative?
Jan
9
comment Value options when the currency’s risk free rate is negative?
Setting the rates to zero would be the first instinct. Thanks!