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vanna

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Forever in the process of learning.


173 reputation
bio website visits member for 1 year
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2 Answers

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SKEW and VIX relations?
0
Basic question about Black Scholes derivation

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+20 Indexes/stocks with flat implied volatilities
+30 What is an acceptable error on implied volatility?
+20 SKEW and VIX relations?

2 Questions

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6
What is an acceptable error on implied volatility?
4
Indexes/stocks with flat implied volatilities

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implied-volatility × 3
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calibration
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stochastic-volatility × 2
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market-data
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volatility
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black-scholes

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