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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 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...

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...

How to Iterate Over the Words of a String in C++

This tutorial will go through how to iterate over the words of a string consisting of multiple words. Table of contentsIterate Over Words using istringstreamIterate Over Words using for loopIterate Over Words using strtokIterate Over Words using Boost LibrarySummary...

How to Sum the Elements of a Vector in C++

The simplest way to sum the elements of a vector is to use the accumulate function. This tutorial will describe the different ways to sum the elements of a vector with code examples. Table of contentsSum Elements of a Vector Using accumulateSum Elements of a Vector...

How to Iterate Through a Vector in C++

The simplest way to iterate through a vector using a for loop and the [] operator to index the vector. This tutorial will describe how to iterate through a vector with code examples. Table of contentsIterate Through a Vector Using IndexingIterate Through a Vector...