Matt Wolf

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location Tokyo, Japan
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visits member for 1 year, 3 months
seen 4 hours ago
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191 Answers

newest activity votes
8
Why Drifts are not in the Black Scholes Formula
13h ago
2
why banks shall keep short term gap position low?
1d ago
2
How to calculate the implied volatility using the binomial options pricing model
2d ago
2
Futures Contract Fair Values Accuracy
jun 11 at 4:04
0
Required Rate of Return vs Expected Return
jun 11 at 1:40
2
Aprox intraday implied volatility using intraday option prices and EOD greeks
jun 2 at 2:39
2
Blackbox Optimization + Bootstrapping = Parameter Selection?
may 31 at 8:32
5
Statistical models for exchange rates?
may 26 at 7:11
3
Relating Quantitative Easing to the rally in the SPX
may 27 at 7:59
1
Which prices to use to compute realized volatility?
may 24 at 15:52
8
So many volatility models. Any comparisons of them?
may 23 at 16:18
2
How to adjust local currency returns to US$/EUR return?
may 23 at 16:27
3
What are the differences between CFD and SSF?
may 16 at 5:15
1
How does the CME set margin requirements on commodity Futures
may 9 at 20:27
4
Best way to store hourly/daily options data for research purposes
may 8 at 6:23
6
Call vs. Put Option
apr 30 at 15:07
1
Convexity adjustment for a forward swap rate
apr 24 at 6:50
2
Hedging differences between equity and index options?
apr 25 at 1:22
3
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 at 7:00
5
How is historical data for forex collected or computed?
apr 23 at 13:30
5
Implied Volatility Calculation
apr 17 at 3:16
5
How do you know if if an option is priced correctly?
apr 16 at 2:03
3
How to deal with different amount of td's in computing Sharpe Ratio
apr 10 at 3:24
4
Why do long-term equity return forecast models use dependent observations?
apr 2 at 4:20
1
How GARCH/ARCH models are useful to check the volatility?
apr 2 at 4:40
1
Portfolio risk-return when assets have limited and inconsistent historical data / time series?
mar 28 at 1:13
4
Does implied vol vary for calls vs puts?
mar 26 at 2:27
2
changes in open interest vs changes in underlying volume
mar 26 at 2:15
2
Central Limit Theorem and Lévy processes
mar 20 at 3:57
3
Examples of investable factors via factor funds/ETFs
mar 20 at 10:38
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