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How to Calculate Implied Volatility in C++
Implied volatility tells us the expected volatility of a stock over an option’s lifetime. Implied volatility is directly influenced by the supply and demand of the options and the market’s expectation of the direction of the price of the underlying security. As...
How to Calculate Implied Volatility in R
Implied volatility tells us the expected volatility of a stock over an option's lifetime. Implied volatility is directly influenced by the supply and demand of the options and the market's expectation of the direction of the price of the underlying security. As...
How to Solve R Error in solve.default() Lapack routine dgesv: system is exactly singular
This error occurs when you try to use the solve() function, but the matrix you handle is a singular matrix. Singular matrices do not have an inverse. The only way to solve this error is to create a matrix that is not singular. This tutorial will go through the error...
How to Solve R Warning: `summarise()` has grouped output by ‘X’. You can override using the `.groups` argument
This R warning occurs when you have more than one column in group_by when using the dplyr::summarise(). The summarise function has a .groups argument with a default value of 'drop_last'. If you set the .groups argument manually, the warning will not appear. It is only...
How to Solve R Error in scan: Line 1 did not have X elements
This error occurs when you try to import a dataset into R, and there is data missing in the file. You can solve this error by checking for special characters, ensuring that you have the correct number of headings, or by using the fill argument when reading the file....
How to Calculate Implied Volatility in Python
Implied volatility tells us the expected volatility of a stock over an option's lifetime. Implied volatility is directly influenced by the supply and demand of the options and the market's expectation of the direction of the price of the underlying security. As...
How to Derive Options Greeks from the Black-Scholes Formula
Options Greeks are a set of quantities representing an option's price sensitivity to its underlying parameters. Each of them measures a different dimension of the risk in an option position. They fall out elegantly from derivatives of the Black-Scholes options pricing...
Black-Scholes Option Pricing in C++
The Black-Scholes or Black-Scholes-Merton model is a financial mathematical equation for pricing options contracts and other derivatives. Fischer Black and Myron Scholes published the formula in their 1973 paper "The Pricing of Options and Corporate Liabilities"....
Black-Scholes Option Pricing in Python
The Black-Scholes or Black-Scholes-Merton model is a financial mathematical equation for pricing options contracts and other derivatives. Fischer Black and Myron Scholes published the formula in their 1973 paper "The Pricing of Options and Corporate Liabilities"....
Black-Scholes Option Pricing in R
The Black-Scholes or Black-Scholes-Merton model is a financial mathematical equation for pricing options contracts and other derivatives. Fischer Black and Myron Scholes published the formula in their 1973 paper "The Pricing of Options and Corporate Liabilities"....
Suf is a senior advisor in data science with deep expertise in Natural Language Processing, Complex Networks, and Anomaly Detection. Formerly a postdoctoral research fellow, he applied advanced physics techniques to tackle real-world, data-heavy industry challenges. Before that, he was a particle physicist at the ATLAS Experiment of the Large Hadron Collider. Now, he’s focused on bringing more fun and curiosity to the world of science and research online.