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I am trying to calculate the implied volatility of equity options on expiration day. However, sometimes the iteration never converges on a solution. This occurs even when I manually set the starting guess close to the actual IV. I have tried Newton's and Halley's method and the same behavior...

I'm working on a fun little project here at home and was wondering what you guys use to store historical data? I've never worked with databases, but now seems like a good time to start. I'm storing minute by minute historical data on a handful of stocks and their options contracts. Right now...

Hello all. I'm a May 2007 chemical engineering graduate who is currently working in the engineering field, but would like to go into an MFE program in the near future. I have good scholastic credentials, 3.65, 790/560, all As in my math classes. I took a few finance classes in undergrad, and...