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Jun
12
accepted Books on Market Risk for practice problems
Jun
11
comment Books on Market Risk for practice problems
Exercises, with hopefully solutions available separately
Jun
11
comment Books on Market Risk for practice problems
Thanks. This book does not have practice problems.
Jun
11
asked Books on Market Risk for practice problems
Jun
10
answered Option arbitrage with dividends?
Jun
6
accepted What is the distribution assumption of the black scholes model
Jun
5
comment What is the distribution assumption of the black scholes model
The article says that log returns are GBM, so maybe a typo?
Jun
5
asked What is the distribution assumption of the black scholes model
Jun
5
comment Do I need simulink to model the risks of an option portfolio
Thanks. So what is purpose of simulink if matlab by itself can do everything? maybe matlab cannot implement ML agorithms?
Jun
5
asked Do I need simulink to model the risks of an option portfolio
May
30
awarded  Yearling
May
29
accepted Effect of volatility on the delta of a call option
May
29
awarded  Teacher
May
29
comment What is the Benefit of holding a short option?
@user5462: I thought it was the opposite
May
29
comment Calculating Greeks in Covered Calls?
Correct. An alternative way is to remember that a covered call is actually a synthetic short put at the same strike as the call. So the Greeks will be that of a short put.
May
29
answered Short volatility strategy using strangles
May
29
answered How can put options be more expensive than call options in an efficient market?
May
29
asked Effect of volatility on the delta of a call option
May
29
comment Difference between ito process, brownian motion and random walk
Thanks. IS random walk similar to a martingale?
May
29
accepted Difference between ito process, brownian motion and random walk