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 skew black-scholes questions feed
Hot Network Questions
Why does Numbers hide a huge PNG file in exported Excel sheets?
How much time does a professor have to do research on his own?
engine has too much cooling especially when driving hard
Is it acceptable to cycle towards the centre of the lane on blind comers?
How informal can 为 someone 服务 be？
How To Synchronize Directories in two different external hard disks?
The longest gap between a movie and its sequel
How can I delete everything after the first column in Notepad++?
Does the Oxford Comma increase readability?
Filtering query based on the value in Formula field
How to Get core_config_data using Magento soap api?
What is the expected value of the number of circles formed?
Do two computers connected on the same wifi have the same ip address?
Which acid is the most effective against oxidation of avocados?
Should I throw the dice again if I have rolled 4?
Make MapIndexed listable
Comic/tabletop RPG about mice with swords and shields going on adventures
Shortest Longest Increasing Subsequence Code
Should I leave this group or recover it?
Scrape an HTML table with python
What's wrong with solving absolute value equations in this way?
RPM dip in a magneto check
What does "mv *" do?
0 to 10 rating system alternative
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 Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0