Implied Volatility Video (using the NAG C Library)

Описание: This short clip accompanies the NAG Blog post 'Adding a Slider Widget to Implied Volatility' by Brian Spector. In this post he concentrates on the speed of calculating implied volatility via a variety of different methods. He looks at the volatility curve/surface using scipy, the NAG Library for Python, and the NAG C Library. In addition, he adds a slider widget to the Python graphs previously featured to see the real-time effects of changing the interest and dividend rates. All of the codes discussed in the blog can be downloaded to produce graphs, and a NAG licence is not required for the base case using scipy.optimize.fsolve.
Read the full blog post here http://blog.nag.com/2015/01/adding-sl...