by Suf | Oct 19, 2022 | C++, Finance, Programming, Tips

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...
by Suf | Sep 30, 2022 | C++, Finance, Programming, Python, R, Tips

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...
by Suf | Sep 29, 2022 | C++, Finance, Programming, Tips

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...
by Suf | Aug 26, 2022 | C++, Programming, Tips

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...
by Suf | Aug 24, 2022 | C++, Programming, Tips

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...