desktop:model_management

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desktop:model_management [2023/12/22 19:50] – robdesktop:model_management [2025/03/18 17:53] (current) – rob
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 The Model Management allows you to quickly Manage models, volatility, skews and time Valuation Models such as Whaley, Black and Bi-Nominal. It also alows you to Skew Models such as Linear, cubic spline, smoothing (with wing flatteners), cat mull rom, monotone. Skew Building Methods Slope, Multiple Slope, Vols per strike, and Four fit / adapt methods including current market volatility and settlement volatility. Complete volatility and skew management: Upside, downside, pivot, tilt, width and shift, including linear type adjusts to curves.Add studies to skew chart: Standard deviation and histogram. The Model Management allows you to quickly Manage models, volatility, skews and time Valuation Models such as Whaley, Black and Bi-Nominal. It also alows you to Skew Models such as Linear, cubic spline, smoothing (with wing flatteners), cat mull rom, monotone. Skew Building Methods Slope, Multiple Slope, Vols per strike, and Four fit / adapt methods including current market volatility and settlement volatility. Complete volatility and skew management: Upside, downside, pivot, tilt, width and shift, including linear type adjusts to curves.Add studies to skew chart: Standard deviation and histogram.
  
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 The Model management has been broken into links explaining each numbered section. Please click a link below to learn each section. The Model management has been broken into links explaining each numbered section. Please click a link below to learn each section.
  • desktop/model_management.1703274648.txt.gz
  • Last modified: 2023/12/22 19:50
  • by rob