| Links to to Use with Implied Volatility Calculators from Jerry Marlow |
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| You may find the following links useful in your work with implied-volatility calculators: | ||||||
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User manual | |||||
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Sample data used in examples in user manual | |||||
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Latest Federal Reserve H.15 update of risk-free interest rates: (Right click to save to disk.) http//www.federalreserve.gov/releases/h15/Update/h15upd.txt |
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Historical Federal Reserve H.15 updates of risk-free interest rates: (Scroll down page to find the as-of date for which you are looking.) http://www.federalreserve.gov/Releases/H15/default.htm |
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CBOE option-chain price quotes (delayed data) http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx |
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Dividends on underlyings (Click Dividends. Enter trading symbol of underlying.) http://www.cboe.com/... |
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Historical stock and index prices http://finance.yahoo.com |
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Explanations of Black-Scholes-Merton; Cox, Ross, Rubinstein; Equal Probabilities and General Additive models: How to Value Stock Options in Divorce Proceedings |
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Black-Scholes Option Pricing Theory Made Easy— The Movie | |||||
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Book and simulator from amazon.com Option Pricing: Black-Scholes Made Easy | |||||
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Telephone consultation with Jerry Marlow on any of the above for $1.50 per minute ($90 per hour, no minimum) http://www.jerrymarlow.com/paypal |
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