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
ITM Puts under negatively skewed return distribution (volatility skew)
I read Hull (2009) on implied volatilies. I understand that (given a negatively skewed return distribution) an OTM-Put is more worth than under a normal distribution and that a OTM-Call is worth less ...
Dec 14 '13 at 15:47
newest return implied-volatility questions feed
Hot Network Questions
How do I unload a scene after doing LoadLevelAdditive?
How to stop feeling guilty about the unfinished work?
How To Publish Page/Component In SDL Tridion 2011?
What does this command mean
Is my coding technique progressing in terms of C# loops?
How to match a cyclically repeating sequence?
Any issue with nesting "using" statements in c#?
Why does it "say" portfolio diversification not suitable during market turmoil?
How do you visualize negative Frequency in Time domain ?
Probability of Brownian motion to have a zero in an interval
When does delete not mean delete?
Why do the Jedi insist on the concept of "No Attachment"?
The Floating Horde
Are the following IF statements acceptable?
How can we move an object with zero velocity?
How to get a country's official languages?
Print from command line
Why would spacetime curvature cause gravity?
What's the deal with "fiery"?
What is a tactful way to address client's lack of cooperation with a project?
What's the English equivalent of "Drilling one's head"?
A coworker beat me to resignation. How can I resign in a professional manner?
URL Hack "Back to List" Links
What's the difference between the following cmd scripts?
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