Mathematics / Mathematik / Matemática

Mathematics / Mathematik / Matemática

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Christoph Obenhuber Premium Member Group moderator
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generating a complete vola surface in Matlab
Dear all,

currently I am working on a project how to generate a complete vola surface (especially for equity index options) out of only some known points. If anybody has some material or results on the topic please let me know.
Especially I need some information which software to use (Matlab ?) to solve these and related problems.

Best,
Christoph
- 07 Sep 2006, 2:48 pm
Christoph Obenhuber wrote: > Dear all, > > currently I am working on a project how to generate a complete vola > surface (especially for equity index options) out of only some known > points. If anybody has some material or results on the topic please > let me know. > Especially I need some information which software to use (Matlab ?) > to solve these and related problems. > > Best, > Christoph
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Christoph Obenhuber Premium Member Group moderator
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Re^2: generating a complete vola surface in Matlab
thx, lg christoph
- 15 Sep 2006, 1:50 pm
Christoph Obenhuber wrote: > thx, lg christoph