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Interpretation conditional volatility plot

volatility garch

modified yesterday Community♦ 1

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1

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85

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Hedging vega risk with varswaps

volatility implied-volatility variance volatility-smile

answered 2 days ago ryc 21

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Local volatility and Stochastic Volatility

volatility implied-volatility stochastic-volatility local-volatility uncertain-volatility

modified Jul 2 at 11:07 Community♦ 1

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Correctly applying GARCH in Python

volatility garch python

answered Jul 2 at 10:46 Thao Bui 1

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Dispersion Trading with a 2 component index

options volatility implied-volatility dispersion

asked Jul 2 at 3:21 Jordan Wrong 161

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Historical volatility - Black Scholes

volatility black-scholes historical

answered Jun 30 at 18:53 noob2 6,388

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Can simple risk management outperform portfolio optimization like this, or is there most likely an error?

volatility portfolio-optimization markowitz portfolio-selection diversification

modified Jun 30 at 17:38 Ali Mustafa 111

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Why my delta position is increasing with increase in spot?

options volatility delta-hedging delta implied

answered Jun 30 at 8:32 David Duarte 2,715

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47

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Implied volatility of hypothetical options market

options option-pricing volatility implied-volatility liquidity

modified Jun 29 at 23:02 ir7 1,070

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Value Option with Forward Volatilities

option-pricing volatility forward

modified Jun 29 at 12:24 dany2911 1

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Historical VIX term structure data

volatility vix term-structure

asked Jun 28 at 15:04 SuperCodeBrah 123

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annualised returns and volatility for 3 month data

volatility returns portfolio annualized indexes

answered Jun 26 at 13:23 phdstudent 5,617

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Is the VIX more similar to a volatility swap or a variance swap?

volatility variance vix

modified Jun 25 at 6:00 Bob Jansen♦ 4,772

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Implied Volatility, annualized quantity ? And Total Implied volatility

volatility black-scholes implied-volatility

modified Jun 24 at 22:03 ffbzona 136

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