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1d
revised Braess's paradox in quantitative finance: When optionality leads to lower value…?
added 15 characters in body
Apr
6
revised Please give a step-by-step explanation on how to build a factor model
added 2532 characters in body
Mar
25
revised Why the Black-Scholes formula can be used in the real world?
added 23 characters in body
Mar
19
revised Technical Indicators reference
added 5 characters in body
Mar
15
revised Book recommendation: math toolkit for quantitative finance and statistics
edited tags
Feb
27
revised Demonstration of Ito's correction term/lemma in binomial tree
added 491 characters in body; edited tags
Feb
26
revised If an option went down in value, how much is due to theta decay and how much due to fall in IV
added 259 characters in body
Feb
26
revised correlation for portfolio of stocks
added 269 characters in body
Feb
26
revised correlation for portfolio of stocks
deleted 11 characters in body
Feb
26
revised What is the strike of a short put that mimics a covered call
edited body
Feb
26
revised Pricing of a call option in one period binomial model
added 3 characters in body
Feb
26
revised Please recommend a book regarding Monte Carlo simulation in OAS
edited tags
Feb
26
revised How to approximate the time to mean reversion for implied volatility
deleted 24 characters in body
Feb
26
revised How to approximate the time to mean reversion for implied volatility
added 36 characters in body
Feb
26
revised How to approximate the time to mean reversion for implied volatility
added 346 characters in body
Feb
25
revised How to approximate the time to mean reversion for implied volatility
added 17 characters in body
Feb
25
revised How to approximate the time to mean reversion for implied volatility
added 12 characters in body
Feb
25
revised Correctly applying GARCH in Python
edited tags
Feb
25
revised Why a calendar spread is a preferred strategy in a low volatility period
added 193 characters in body
Feb
25
revised Why a calendar spread is a preferred strategy in a low volatility period
added 92 characters in body