Matt Wolf

6,207 reputation

1317

	6,207 reputation	bio	website		visits	member for	1 year, 3 months
1317 badges		location	Tokyo, Japan		seen	8 mins ago

192 Posts

18h	answered	Why Drifts are not in the Black Scholes Formula
1d	answered	why banks shall keep short term gap position low?
2d	answered	How to calculate the implied volatility using the binomial options pricing model
Jun 11	answered	Futures Contract Fair Values Accuracy
Jun 11	answered	Required Rate of Return vs Expected Return
Jun 2	answered	Aprox intraday implied volatility using intraday option prices and EOD greeks
May 31	answered	Blackbox Optimization + Bootstrapping = Parameter Selection?
May 27	answered	Relating Quantitative Easing to the rally in the SPX
May 26	answered	Statistical models for exchange rates?
May 24	answered	Which prices to use to compute realized volatility?
May 23	answered	How to adjust local currency returns to US$/EUR return?
May 23	answered	So many volatility models. Any comparisons of them?
May 16	answered	What are the differences between CFD and SSF?
May 9	answered	How does the CME set margin requirements on commodity Futures
May 8	answered	Best way to store hourly/daily options data for research purposes
Apr 30	answered	Call vs. Put Option
Apr 25	answered	Hedging differences between equity and index options?
Apr 24	answered	In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Apr 24	answered	Convexity adjustment for a forward swap rate
Apr 23	answered	How is historical data for forex collected or computed?