Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?
I'm trying to come up with the implied volatility skew adjusted delta for SPY options. I'm working with the following formula: Skew Adjusted Delta = Black Scholes Delta + Vega * Vol Skew Slope. I ...
Jun 9 '11 at 14:37
newest black-scholes delta-neutral questions feed
in 2 days
Hot Network Questions
Can be solved without L'Hopital?
ArcPy Cursor iteration update
Specialized bike store or general sports shop
Can I cast Enchant Creature cards on Enchantment Creatures (Bestow) that are on another creature?
User search implementation
555 saw tooth generator diodes purpose?
How can I kill puppies (safely)?
What is exponentiation?
Mandelbrot image in every language
Longest code to add two numbers
You can’t have your cake and eat it too
What do rodents do?
Finding person with most medals in Olympics database
Do We Sink or Swim?
Bezouts Identity for prime powers
How are system commands like ls created?
How to tell an over-confident student they still have a lot to learn?
Bash Script to repeat every word in a line?
The introduction for Context in Wagner's book is out of date?
Why should I use a pointer rather than the object itself?
Difference between 家内、嫁、妻、奥さん、かみさん and other words meaning wife
Print all numbers from -100 to 100 which contain a given digit
How a half-life works
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Overflow
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0