Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.

Sign up to join this community
Anybody can ask a question
Anybody can answer
The best answers are voted up and rise to the top

Explore our Questions

23 votes
3 answers
4k views
What does the VIX formula measure and how does it work?
0 votes
1 answer
69 views
Conditional Value at Risk using GARCH models
0 votes
0 answers
53 views
Gamma, Theta, Vega, Vanna and Volga PnL under Bachelier
2 votes
0 answers
164 views
How do you hedge volatility risk?
1 vote
2 answers
56 views
Use Half-Normal to estimate Expected Loss
1 vote
0 answers
51 views
How To Construct A Volatility Spread Position?
1 vote
1 answer
87 views
High Beta, low specific risk, and no leverage?
3 votes
1 answer
419 views
Expected Delta hedging frequency as function of implied (and realized) volatility
0 votes
1 answer
251 views
Calculating Daily Realized Variance with Non-Constant Sampling
1 vote
1 answer
124 views
Looking for a good introduction to modelling ARCH-type models
0 votes
0 answers
37 views
SPY-VXX relationship
1 vote
1 answer
489 views
Implied Volatility of cross currency pairs
0 votes
1 answer
126 views
VaR using normal vol vS lognormal
3 votes
1 answer
95 views
Estimating volatility of a geometric Brownian motion at different sample rates
Browse more Questions