Tags » SABR

IDI Delta Surface Calibration

This example shows how to calibrate the SABR to implied volatility data. First we need to get from each set of Parameters the Implied Strike in the Delta Surface, only then for each maturity fit the volatility smile.  121 more words

Derivatives Pricing

Weekend highlights: autograph events, SABR Day and a winter clothing drive

We’re still a few weeks away from the start of spring training, but there are a bunch of things that baseball fans can do this weekend to help forget that the calendar says it’s still winter. 557 more words

Baseball

Why Allah began listing the prophets with Nuh: Tafsir al-Baghawi

Allah said in surah al-Nisaa’:

إِنَّا أَوْحَيْنَا إِلَيْكَ كَمَا أَوْحَيْنَا إِلَىٰ نُوحٍ وَالنَّبِيِّينَ مِن بَعْدِهِ ۚ وَأَوْحَيْنَا إِلَىٰ إِبْرَ‌اهِيمَ وَإِسْمَاعِيلَ وَإِسْحَاقَ وَيَعْقُوبَ وَالْأَسْبَاطِ وَعِيسَىٰ وَأَيُّوبَ وَيُونُسَ وَهَارُ‌ونَ وَسُلَيْمَانَ ۚ وَآتَيْنَا دَاوُودَ زَبُورً‌ا …

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Scholars

Etbaar

ये मज़ा था दिल्लगी का कि बराबर आग लगती;
न तुम्हें क़रार होता न हमें क़रार होता;

तेरे वादे पर सितमगर अभी और सब्र करते;
अगर अपनी जिन्दगी का हमें ऐतबार होता।

Sher

Cleddyfa: Pa bwriad?

Maen nhw’n ddweud eich bod yn gallu dehongli unrhyw symudiad mewn cant ac un wahanol ffurf. Ac mae hynny’n wir am gleddyfa. Dim ond i chi weld y dadleuodd rhwng pobl a’r draws y byd ar fideos YouTube a Negesfyrddau ynglŷn pwyntiau a beth sy’n cyd-fynd a’i ddehongliad o’r “right of way”. 761 more words

Waiting to complete my deen...

Assalamu Alaikum Wa Rahmatullahi Wa Barakatuhu!

Wow! It’s been almost a year since I last blogged, so much for keeping up with the blogging! Sorry :( 808 more words

Islam