• TIME TO 2024 UK RANKINGS

  • C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Vol Smile

gver

Joined
5/12/12
Messages
63
Points
18
hi .. is there a way/greek/expression to link or approx diff vols on a vol smile curve/skew (equity mkts actually) .. so the idea is that if i have the vol for 40D call then i can compute the 25D call vol level .. any sort of greeks etc cld be used ..

thanks
 
Back
Top