130 reputation
25
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location Sydney, Australia
age
visits member for 2 years, 5 months
seen Jan 11 at 21:12

Jan
10
awarded  Notable Question
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7
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awarded  Popular Question
Jan
8
awarded  Popular Question
Jul
5
comment How to numerically obtain delta?
+1 for Emanual Derman's lecture notes - I find his explanations very intuitive
Jan
11
comment Why is short term implied volatility typically higher?
Please explain vol-of-vol-leading-to-kurtosis
Jan
9
accepted What is the “leverage effect” for stocks?
Jan
9
comment What is the “leverage effect” for stocks?
I guess I'm looking for a mathematical model
Jan
9
asked What is the “leverage effect” for stocks?
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8
awarded  Student
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Jan
8
accepted Why is short term implied volatility typically higher?
Jan
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asked Why is short term implied volatility typically higher?
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awarded  Supporter