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location Zurich, Switzerland
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Nov
6
answered Factor Model - Minimum Variance Portfolio [Complete Proof]
Aug
25
awarded  Necromancer
Jul
21
answered SVCJ (SVJJ) Duffie et. al Model implementation in Matlab
Jun
11
reviewed Approve suggested edit on Is there a step-by-step guide for calculating portfolio VaR using monte carlo simulations
May
13
awarded  Organizer
May
13
reviewed Edit suggested edit on Calculating Bollinger Band Correctly
May
13
revised Calculating Bollinger Band Correctly
Adding a relevant tag
May
1
comment Why are options called what they are called?
I do understand why the names are "intuitive". The question was aimed at getting a source where and when the names originated. For example, when the CBOE started option trading (I think in 1973), the names calls and puts was already well established. I am looking for a source, similar to TimHussonSLCG's answer, that discusses the origins of the names.
May
1
comment Why are options called what they are called?
Thank you very much for the source.
May
1
awarded  Scholar
May
1
accepted Why are options called what they are called?
Apr
30
awarded  Student
Apr
29
asked Why are options called what they are called?
Apr
25
answered derive black scholes greeks
Apr
18
awarded  Revival
Apr
18
answered Why are short expiries associated with more pronounced volatility skews?
Apr
16
answered Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?
Apr
14
comment Differenced Brownian Motion covariance
The upper bound was just because the question required $x > y$. The statement holds for x=y. Actually, it trivially holds by the definition of Brownian motion (Variance/second moment equal to time step).
Apr
12
answered Differenced Brownian Motion covariance
Apr
9
reviewed Approve suggested edit on Divergent or Convergent Strategies? Which is the way to go?