Hi
I am asking this from an academic point of view, I would like to test some option pricing models, basically I need to get a european option index, the stock index and the dividends to adjust the stock index for use in the testing of the models performance against the observed option index. It
would involve getting matching indices either daily at a certain time for a few years, or intradaily data for a shorter period. The biggest hassle is getting such data that matches the times, including dividends and rearranging them in a readable format that I can use later in my testing
procedures.
I was hoping someone could tell me a straight forward way to get past this stage, at the moment I have access to Datastream and the Liffe CD, also I have got some data from CME.com. Any advice appreciated. Thanks
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