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1 answer
14 views

Calculation of Cashflows Using ISMA Day Count in Fixed-Rate Bond

1 vote
1 answer
57 views

Using Cubic Spline with Vol Skew for Equity Options in R

0 votes
1 answer
54 views

Reconstructing the CRR model knowing put and call prices

2 votes
1 answer
45 views

Can Heston volatility model be used to calculate VaR or CVaR?

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2 answers
82 views

Selling Strangle or Selling Straddle

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0 answers
196 views

Is there a common way that level 2 and time & sales data are analyzed together?

7 votes
3 answers
2k views

Why can't you arb skew by buying options with low implied vol and selling high implied vol in the same month and dynamically hedging?

0 votes
1 answer
361 views

Using QuantLib to get all holidays currently published by an exchange in multiyears without specifying a range

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1 answer
25 views

How to calculate the Funding Benefit of Equity for a profitability or FTP calculator for a credit union

0 votes
1 answer
176 views

QuantLib Python currency conversion

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1 answer
61 views

Monte Carlo methods: Choosing the best measure

1 vote
0 answers
102 views

Expectation of the realized volatility

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2 answers
450 views

A decent model to calculate hedges

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1 answer
47 views

Method for using Historical Simulation method on an Instrument priced using Monte Carlo

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