Category: Equity
C# Historical Dividend retrieval Today in SmileOfThales we will provide you some brief but useful C# code to retrieve historical cash dividend data in Excel (the whole code…
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Break-even Volatility skew In a future article we will introduce a methodology to compute the rolling average correlation smile of an index for a given tenor (say, 3-Month, 1-Year). To do so,…
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This article introduces two ways to perform parallel programming with a pricing library such as QLNet. First we get an idea of the time required to do sequentially a…
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Option greeks: formula proofs and python implementation – Part 2 This documents is the second part of a general overview of vanilla options partial sensitivities (option greeks). In a…
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