Module 10Pricing LabLesson 7 of 725 min
Module 9 Lab: Vol Surface Slice
Price calls across strikes; print a simple smile-less curve.
Lab
Fix S,r,σ,T; sweep K; print K, call, put, parity residual.
Challenge
Add a column for call delta at each strike.
Tips
- Parity residual ~0
- ATM highest time value typically
- Next: Monte Carlo
Try it live
Module 9 Lab: Vol Surface SliceRust 2021
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Output
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