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Apr
4
answered Constant Maturity IV
Apr
4
comment Relations between Call and Put
Without an actual volatility assumption, you can not price anything.
Feb
17
answered How to break down an FX option P&L?
Aug
20
answered What is the effect of dividend yield being greater than the risk-free rate to American options pricing?
Jun
19
comment Is there an open source alternative to Reuters Kondor+?
Reuters has sold Kondor+. It belongs now to Misys kondor.misys.com.
May
15
awarded  Teacher
May
15
answered Is it ever possible that---because of illiquidity---exercising an out-of-the-money option is better than directly buying the stock?
Aug
15
awarded  Supporter
Aug
15
awarded  Autobiographer