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justin--

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250 reputation
 bio website visits member for 7 months
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7 Answers

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6
 Searching for pairs-trading in sub O(n^2 t) time
5
 Why the interest rate for put-call parity is not constant?
4
 How do I evaluate the suitability of a GARCH model?
2
 How do you explain the volatility smile in the Black-Scholes framework?
2
 Creating a doubling and halving position
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250 Reputation

+20 How do I evaluate the suitability of a GARCH model?
+15 How do you explain the volatility smile in the Black-Scholes framework?
+10 Setting the r in put-call parity?
+5 Why is the CAPM securities market line straight?
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1 Question

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1
 Why is the CAPM securities market line straight?

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put-call-parity × 2
2
implied-volatility
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pair-trading
2
black-scholes
6
algorithm
2
binary-options
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Quantitative Finance Stack Exchange Quantitative Finance 250 rep 5

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