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Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
"Trading realised variance using listed vanillas" recently published - see more and download here
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EQF Analytics

A flexible set of tools for the pricing and risk-management of equity derivatives.

They are accessed via the EQF Addin for Excel, which includes the VolManager, and the standalone EQF Toolbox/API

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The design reflects in-depth market knowledge and technical expertise gained from many years of front office experience.

Within its range of applicability, it aims to be of the highest quality currently available: i.e. at least of the same level, or better, than the in-house libraries of major sell-side banks. 

The interface and functionalities allow for different types of professional usage: from structuring exotic products to hedge funds trading both listed and OTC derivatives; from portfolio valuation to risk management.  

A measure of its quality is that by using it our customers can fit listed option markets and reproduce the quoted prices for exotic and structured products.


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