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DoubleTrouble

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216 reputation
 bio website visits member for 1 year
14 badges
 location Sweden seen Jan 30 at 21:10
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3 Answers

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5
 Why do some people claim the delta of an ATM call option is 0.5?
4
 What is the implied volatility skew?
0
 When do Finite Element method provide considerable advantage over Finite Differences for option pricing?

216 Reputation

+65 Why do some people claim the delta of an ATM call option is 0.5?
+40 What is the implied volatility skew?
+10 Good reference on sample autocorrelation?

1 Question

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2
 Good reference on sample autocorrelation?

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auto-correlation
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skew
0
greeks
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implied-volatility

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