Organization & Analysis of Stock Option Market Data
Option market data are quoted in terms of option prices and are fragmented into over 100 individual contract files per day for each symbol. Traders and quantitative analysts compare values of options in terms of implied volatilities. The current project refactors fragmented option price data into im...
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Digital WPI
2011
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/34 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1033&context=etd-theses |