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

1 vote
2 answers
138 views

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

0 votes
2 answers
259 views

comparing volatility and correlation over time

1 vote
1 answer
78 views

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

0 votes
0 answers
41 views

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

1 vote
1 answer
79 views

Standard deviation of annual returns formulas return all different values

0 votes
1 answer
272 views

Eurodollar futures volatility

0 votes
1 answer
114 views

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

4 votes
0 answers
152 views

Volatility Parametrization Libor Market Model - Underspecified Model?

2 votes
1 answer
107 views

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

0 votes
1 answer
87 views

Student-t measure of return volatility and time scaling

0 votes
1 answer
139 views

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

0 votes
0 answers
68 views

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

1 vote
1 answer
164 views

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

6 votes
1 answer
785 views

How is implied volatility derived?

Browse more Questions