Quantitative Finance Stack Exchange

1 vote

2 answers

138 views

Is it possible to have only one volatility surface for american options (that fits both calls and puts)?

SI7

721

answered Nov 27 at 14:11

0 votes

2 answers

259 views

comparing volatility and correlation over time

CommunityBot

1

modified Nov 25 at 2:05

1 vote

1 answer

78 views

Identify upcoming stock price gaps in Implied Volatiltiy (quant / standardized approach)?

Richard Hardy

1,893

modified Nov 20 at 15:57

0 votes

0 answers

41 views

Standard deviation of the difference between a time series and its EMA?

Jerem Lachkar

111

asked Nov 11 at 1:38

1 vote

1 answer

79 views

Standard deviation of annual returns formulas return all different values

nbbo2

9,675

modified Nov 10 at 16:40

0 votes

1 answer

272 views

Eurodollar futures volatility

CommunityBot

1

modified Nov 10 at 13:00

0 votes

1 answer

114 views

Prove Volatility Parametrization of Libor Market Model is Bounded/Not Bounded

lehalle

10.9k

modified Nov 6 at 3:45

4 votes

0 answers

152 views

Volatility Parametrization Libor Market Model - Underspecified Model?

lehalle

10.9k

modified Nov 6 at 3:45

2 votes

1 answer

107 views

Using converted lognormal volatilities for negative rates in a lognormal Libor Market Model (LMM)

lehalle

10.9k

modified Nov 6 at 3:39

0 votes

1 answer

87 views

Student-t measure of return volatility and time scaling

CommunityBot

1

modified Nov 5 at 13:05

0 votes

1 answer

139 views

Can one estimate rather than forecast volatility using the GARCH model?

CommunityBot

1

modified Nov 3 at 21:06

0 votes

0 answers

68 views

Can the break-even of a straddle be lower than the implied move?

SaltyBagel00

53

modified Nov 2 at 6:26

1 vote

1 answer

164 views

Why is Implied Volatility more important than skew for put spread pricing?

CommunityBot

1

modified Oct 31 at 12:10

6 votes

1 answer

785 views

How is implied volatility derived?

Farid

1

modified Oct 28 at 11:43

Stack Exchange Network

Explore our questions

Is it possible to have only one volatility surface for american options (that fits both calls and puts)?

comparing volatility and correlation over time

Identify upcoming stock price gaps in Implied Volatiltiy (quant / standardized approach)?

Standard deviation of the difference between a time series and its EMA?

Standard deviation of annual returns formulas return all different values

Eurodollar futures volatility

Prove Volatility Parametrization of Libor Market Model is Bounded/Not Bounded

Volatility Parametrization Libor Market Model - Underspecified Model?

Using converted lognormal volatilities for negative rates in a lognormal Libor Market Model (LMM)

Student-t measure of return volatility and time scaling

Can one estimate rather than forecast volatility using the GARCH model?

Can the break-even of a straddle be lower than the implied move?

Why is Implied Volatility more important than skew for put spread pricing?

How is implied volatility derived?

Hot Network Questions