Hi, We use CM in an options analytics package. Some of the interesting usages are: 1. Implied vol calculations (a semi-fancy root find over function with no closed forms). 2. Dividend projections. 3. Option greeks (partial derivatives of value function), both automatic and numerical. 4. Non-linear model fitting (vol smile and surface models, for example). 5. Yield curve stripping and interpolation/extrapolation. 6. Non-parametric smoothing.
There are many more. CM is central to what the package does. F. On 1/31/13, Thomas Neidhart <thomas.neidh...@gmail.com> wrote: > Hi, > > Gilles and myself will give a presentation on CM at FOSDEM this weekend > and we would like to have a few more examples of how CM is currently used. > > I know Phil asked a similar question a few weeks ago, was there any > feedback? > > Thanks, > > Thomas > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
