onlyvix.blogspot.com

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	698 reputation	bio	website	onlyvix.blogspot.com	visits	member for	2 years, 3 months
29 badges		location			seen	Mar 27 at 15:08

39 Actions

Mar 4	comment	How should I calculate the implied volatility of an American option in a real-time production environment? @Brian, please elaborate.
Mar 4	answered	Modified bisection formula for deriving implied volatility for a dividend paying american option
Feb 2	awarded	Yearling
Sep 14	awarded	Revival
Sep 14	awarded	Critic
Sep 14	answered	How should I calculate the implied volatility of an American option in a real-time production environment?
Sep 14	awarded	Editor
Sep 14	comment	How should I calculate the implied volatility of an American option in a real-time production environment? Control variates? He's pricing vanillas, why would he be doing MC?
Sep 14	revised	How can one compute the Greeks on VIX Futures added 143 characters in body
Sep 13	answered	How can one compute the Greeks on VIX Futures
Mar 20	awarded	Student
Feb 26	comment	Why are GARCH models used to forecast volatility if residuals are often correlated? As a vol trader I second Brian's opinion - GARCH is popular in academia, not in trading.
Feb 9	answered	Statistical properties of stochastic processes for moving average trading to work
Feb 9	awarded	Scholar
Feb 9	awarded	Supporter
Feb 9	accepted	SPX options vs VIX futures trading
Feb 8	awarded	Teacher
Feb 8	asked	SPX options vs VIX futures trading
Feb 8	answered	Is it possible to use a series of option prices to predict the most likely path of an asset?